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#! /usr/bin/env python
from __future__ import print_function
from openturns import *
from math import sqrt, pi, exp
TESTPREAMBLE()
RandomGenerator.SetSeed(0)
ResourceMap.SetAsUnsignedInteger("RandomMixture-DefaultMaxSize", 4000000)
try:
# Create a collection of test-cases and the associated references
numberOfTests = 3
testCases = list()
references = DistributionCollection(numberOfTests)
testCases.append(DistributionCollection(2))
testCases[0][0] = Uniform(-1.0, 3.0)
testCases[0][1] = Uniform(-1.0, 3.0)
references[0] = Triangular(-2.0, 2.0, 6.0)
testCases.append(DistributionCollection(3))
testCases[1][0] = Normal()
testCases[1][1] = Normal(1.0, 2.0)
testCases[1][2] = Normal(-2.0, 2.0)
references[1] = Normal(-1.0, 3.0)
testCases.append(DistributionCollection(3))
testCases[2][0] = Exponential()
testCases[2][1] = Exponential()
testCases[2][2] = Exponential()
references[2] = Gamma(3.0, 1.0, 0.0)
print("testCases=", testCases)
print("references=", references)
for testIndex in range(len(testCases)):
# Instanciate one distribution object
distribution = RandomMixture(testCases[testIndex])
distribution.setBlockMin(5)
distribution.setBlockMax(20)
distributionReference = references[testIndex]
print("Distribution ", repr(distribution))
print("Distribution ", distribution)
# Is this distribution elliptical ?
print("Elliptical = ", distribution.isElliptical())
# Is this distribution continuous ?
print("Continuous = ", distribution.isContinuous())
# Test for realization of distribution
oneRealization = distribution.getRealization()
print("oneRealization=", oneRealization)
# Test for sampling
size = 10000
oneSample = distribution.getSample(size)
print("oneSample first=", oneSample[0], " last=", oneSample[size - 1])
print("mean=", oneSample.computeMean())
print("covariance=", oneSample.computeCovariance())
# Define a point
point = NumericalPoint(distribution.getDimension(), 0.5)
print("Point= ", point)
# Show PDF and CDF of point
eps = 1e-5
DDF = distribution.computeDDF(point)
print("ddf =", DDF)
print("ddf (ref)=", distributionReference.computeDDF(point))
PDF = distribution.computePDF(point)
print("pdf =%.6f" % PDF)
print("pdf (FD)=%.6f" % ((distribution.computeCDF(point + NumericalPoint(1, eps)) -
distribution.computeCDF(point + NumericalPoint(1, -eps))) / (2.0 * eps)))
print("pdf (ref)=%.6f" % distributionReference.computePDF(point))
CDF = distribution.computeCDF(point)
print("cdf =%.6f" % CDF)
print("cdf (ref)=%.6f" % distributionReference.computeCDF(point))
CF = distribution.computeCharacteristicFunction(point[0])
print("characteristic function=%.6f + %.6fi" % (CF.real, CF.imag))
LCF = distribution.computeLogCharacteristicFunction(point[0])
print("log characteristic function=%.6f + %.6fi" %
(LCF.real, LCF.imag))
quantile = distribution.computeQuantile(0.95)
print("quantile =", quantile)
print("quantile (ref)=", distributionReference.computeQuantile(0.95))
print("cdf(quantile)=%.6f" % distribution.computeCDF(quantile))
mean = distribution.getMean()
print("mean =", mean)
print("mean (ref)=", distributionReference.getMean())
standardDeviation = distribution.getStandardDeviation()
print("standard deviation =", standardDeviation)
print("standard deviation (ref)=",
distributionReference.getStandardDeviation())
skewness = distribution.getSkewness()
print("skewness =", skewness)
print("skewness (ref)=", distributionReference.getSkewness())
kurtosis = distribution.getKurtosis()
print("kurtosis =", kurtosis)
print("kurtosis (ref)=", distributionReference.getKurtosis())
covariance = distribution.getCovariance()
print("covariance =", covariance)
print("covariance (ref)=", distributionReference.getCovariance())
parameters = distribution.getParametersCollection()
print("parameters=", parameters)
print("Standard representative=",
distribution.getStandardRepresentative())
print("blockMin=", distribution.getBlockMin())
print("blockMax=", distribution.getBlockMax())
print("maxSize=", distribution.getMaxSize())
print("alpha=", distribution.getAlpha())
print("beta=", distribution.getBeta())
# Tests of the simplification mechanism
weights = NumericalPoint(0)
coll = DistributionCollection(0)
coll.add(Dirac(0.5))
weights.add(1.0)
coll.add(Normal(1.0, 2.0))
weights.add(2.0)
coll.add(Normal(2.0, 1.0))
weights.add(-3.0)
coll.add(Uniform(-2.0, 2.0))
weights.add(-1.0)
coll.add(Uniform(2.0, 4.0))
weights.add(2.0)
coll.add(Exponential(2.0, -3.0))
weights.add(1.5)
rm = RandomMixture(coll, weights)
coll.add(rm)
weights.add(-2.5)
coll.add(Gamma(3.0, 4.0, -2.0))
weights.add(2.5)
distribution = RandomMixture(coll, weights)
print("distribution=", repr(distribution))
print("distribution=", distribution)
mu = distribution.getMean()[0]
sigma = distribution.getStandardDeviation()[0]
for i in range(10):
x = mu + (-3.0 + 6.0 * i / 9.0) * sigma
print("pdf( %.6f )=%.6f" % (x, distribution.computePDF(x)))
# Tests of the projection mechanism
collFactories = [UniformFactory(), NormalFactory(
), TriangularFactory(), ExponentialFactory(), GammaFactory()]
#, TrapezoidalFactory()
result, norms = distribution.project(collFactories)
print("projections=", result)
print("norms=", norms)
#------------------------------ Multivariate tests ------------------------------#
# 2D RandomMixture
collection = DistributionCollection(0)
collection.add(Normal(0.0, 1.0))
collection.add(Normal(0.0, 1.0))
collection.add(Normal(0.0, 1.0))
weightMatrix = Matrix(2, 3)
weightMatrix[0, 0] = 1.0
weightMatrix[0, 1] = -2.0
weightMatrix[0, 2] = 1.0
weightMatrix[1, 0] = 1.0
weightMatrix[1, 1] = 1.0
weightMatrix[1, 2] = -3.0
# Build the RandomMixture
distribution2D = RandomMixture(collection, weightMatrix)
print("distribution = ", distribution2D)
print("range = ", distribution2D.getRange())
print("mean = ", distribution2D.getMean())
print("cov = ", distribution2D.getCovariance())
print("sigma = ", distribution2D.getStandardDeviation())
distribution2D.setBlockMin(3)
distribution2D.setBlockMax(10)
# Build a grid for validation
xMin = distribution2D.getRange().getLowerBound()[0]
xMax = distribution2D.getRange().getUpperBound()[0]
yMin = distribution2D.getRange().getLowerBound()[1]
yMax = distribution2D.getRange().getUpperBound()[1]
# Number of points of discretization
nx = 4
ny = 4
boxParameters = NumericalPoint(2)
boxParameters[0] = nx
boxParameters[1] = ny
boxGrid = Box(boxParameters)
grid = boxGrid.generate()
# scaling box grid
scaleFactor = NumericalPoint(2)
scaleFactor[0] = 0.25 * (xMax - xMin)
scaleFactor[1] = 0.25 * (yMax - yMin)
grid *= scaleFactor
# translating
translateFactor = NumericalPoint(2)
translateFactor[0] = distribution2D.getMean()[0]
translateFactor[1] = distribution2D.getMean()[1]
grid += translateFactor
# Compute PDF
# parameters for theoritical PDF, obtained thanks to Maple
factor = sqrt(2) / (20 * pi)
for index in range(grid.getSize()):
point = grid[index]
PDF = distribution2D.computePDF(point)
# Very small values are not very accurate on x86, skip them
if (PDF < 1.e-12):
continue
print("pdf = %.6g" % PDF)
x, y = tuple(point)
pdf_ref = factor * \
exp(-3.0 / 50.0 * y * y - 2.0 / 25 * x * y - 11.0 / 100 * x * x)
print("pdf (ref)= %.6g" % pdf_ref)
# 2D test, but too much CPU consuming
collUniforme = DistributionCollection(0)
collUniforme.add(Uniform(0, 1))
collUniforme.add(Uniform(0, 1))
collUniforme.add(Uniform(0, 1))
# Build the RandomMixture
dist_2D = RandomMixture(collUniforme, weightMatrix)
dist_2D.setBlockMin(3)
dist_2D.setBlockMax(8)
print("new distribution = ", dist_2D)
print("range = ", dist_2D.getRange())
print("mean = ", dist_2D.getMean())
print("cov = ", dist_2D.getCovariance())
print("sigma = ", dist_2D.getStandardDeviation())
# Discretization on grid mu, mu + \sigma
newGrid = boxGrid.generate()
# scaling box grid
newGrid *= dist_2D.getStandardDeviation()
# translating
newGrid += dist_2D.getMean()
# Compute PDF
for index in range(newGrid.getSize()):
point = newGrid[index]
PDF = dist_2D.computePDF(point)
print("pdf = %.6g" % PDF)
# 3D test
ResourceMap.SetAsUnsignedInteger("RandomMixture-DefaultMaxSize", 8290688)
mixture = Mixture([Normal(2, 1), Normal(-2, 1)])
collection = [Normal(0.0, 1.0), mixture, Uniform(0, 1), Uniform(0, 1)]
matrix = Matrix(
[[1, -0.05, 1, -0.5], [0.5, 1, -0.05, 0.3], [-0.5, -0.1, 1.2, -0.8]])
dist_3D = RandomMixture(collection, matrix)
dist_3D.setBlockMin(3)
dist_3D.setBlockMax(6)
print("3D distribution = ", dist_3D)
print("range = ", dist_3D.getRange())
print("mean = ", dist_3D.getMean())
print("cov = ", dist_3D.getCovariance())
print("sigma = ", dist_3D.getStandardDeviation())
# Total number of points (is (2+2)**3)
# Test is CPU consuming
N = 2
b = Box([N, N, N])
# Grid ==> (mu, mu+sigma)
grid3D = b.generate() * dist_3D.getStandardDeviation() + dist_3D.getMean()
for i in range(grid3D.getSize()):
point = grid3D[i]
PDF = dist_3D.computePDF(point)
print("pdf = %.6g" % PDF)
except:
import sys
print("t_RandomMixture_std.py", sys.exc_info()[0], sys.exc_info()[1])
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