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#! /usr/bin/env python
from __future__ import print_function
from openturns import *
TESTPREAMBLE()
RandomGenerator.SetSeed(0)
PlatformInfo.SetNumericalPrecision(6)
ResourceMap.SetAsUnsignedInteger("RandomMixture-DefaultMaxSize", 4000000)
try:
# 2D test using FFT
# Collection of distributions
coll = DistributionCollection(0)
coll.add(Uniform(0, 1))
coll.add(Uniform(0, 1))
coll.add(Uniform(0, 1))
# Set weights
weights = Matrix([[1.0, -2.0, 1.0], [1.0, 1.0, -3.0]])
# Build the RandomMixture
dist_2D = RandomMixture(coll, weights)
# Defining RandomMixture
N = 16
points = Indices(2, N)
mean = dist_2D.getMean()
sigma = dist_2D.getStandardDeviation()
xMin = mean - 2.9 * sigma
xMax = mean + 2.9 * sigma
grid = NumericalSample()
print("distribution = ", repr(dist_2D))
print("range = ", dist_2D.getRange())
print("mean = ", dist_2D.getMean())
print("cov = ", dist_2D.getCovariance())
print("sigma = ", dist_2D.getStandardDeviation())
print("xMin = ", xMin)
print("xMax = ", xMax)
result, grid = dist_2D.computePDF(xMin, xMax, points)
for i in range(grid.getSize()):
print("%.6g;%.6g;%.6g" % (grid[i][0], grid[i][1], result[i][0]))
# Defining new case, involving Normal distributions
collection = DistributionCollection(0)
collection.add(Normal(2.0, 3.0))
collection.add(Normal(1.0, 4.0))
weights = Matrix([[4.0, 1.0], [2.0, 1.4]])
# Build the RandomMixture
distribution2D = RandomMixture(collection, weights)
print("distribution = ", repr(distribution2D))
print("range = ", distribution2D.getRange())
print("mean = ", distribution2D.getMean())
print("cov = ", distribution2D.getCovariance())
print("sigma = ", distribution2D.getStandardDeviation())
xMin = distribution2D.getMean() - 2.9 * \
distribution2D.getStandardDeviation()
xMax = distribution2D.getMean() + 2.9 * \
distribution2D.getStandardDeviation()
result, grid = distribution2D.computePDF(xMin, xMax, points)
print("x;y;PDF")
for i in range(grid.getSize()):
print("%.6g;%.6g;%.6g" % (grid[i][0], grid[i][1], result[i][0]))
except:
import sys
print("t_RandomMixture_grid2d.py", sys.exc_info()[0], sys.exc_info()[1])
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