python.uq.dists.Corr.Corr Class Reference

Inheritance diagram for python.uq.dists.Corr.Corr:

Public Member Functions
def	__init__ (self, dists)
def	__str__ (self)
def	fromJson (cls, jsonObject)
def	getBounds (self)
def	getDim (self)
def	getDistributions (self)
def	pdf (self, x)
def	rvs (self, n=1)
def	toJson (self)

Detailed Description

Models the multivariate distribution of correlated

Constructor & Destructor Documentation

__init__()

def python.uq.dists.Corr.Corr.__init__	(		self,
			dists
	)

References python.uq.dists.Corr.Corr.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, and python.uq.dists.Corr.Corr.__dists.

Member Function Documentation

__str__()

def python.uq.dists.Corr.Corr.__str__

(

self

)

References python.uq.dists.Corr.Corr.__dists.

fromJson()

def python.uq.dists.Corr.Corr.fromJson	(		cls,
			jsonObject
	)

Restores the Corr object from the json object with its
attributes.
@param jsonObject: json object
@return: the restored Corr object

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.setMemento(), python.uq.learner.Learner.Learner.setMemento(), and python.uq.uq_setting.UQSetting.UQSetting.setMemento().

getBounds()

def python.uq.dists.Corr.Corr.getBounds

(

self

)

References python.uq.dists.Corr.Corr.__dists.

Referenced by python.uq.dists.J.J.discretize(), and python.uq.dists.Dist.Dist.l2error().

getDim()

def python.uq.dists.Corr.Corr.getDim

(

self

)

References python.uq.dists.Corr.Corr.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

Referenced by python.uq.dists.SGDEdist.SGDEdist.__str__(), python.uq.dists.Dist.Dist.cov(), python.uq.parameters.ParameterSet.ParameterSet.extractActiveSubset(), python.uq.dists.KDEDist.KDEDist.getBandwidths(), python.uq.dists.EstimatedDist.EstimatedDist.getBounds(), and python.uq.uq_setting.UQSetting.UQSetting.getDim().

getDistributions()

def python.uq.dists.Corr.Corr.getDistributions

(

self

)

References python.uq.dists.Corr.Corr.__dists.

Referenced by python.uq.parameters.ParameterSet.ParameterSet.getIndependentJointDistribution().

pdf()

def python.uq.dists.Corr.Corr.pdf	(		self,
			x
	)

When x is correlated to y, but y not to x then the joint
probability density is defined as

p(x, y) = p(x|y) * p(y)

The correlation is described as a tuple (x, (y, )).

References python.uq.dists.Corr.Corr.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, and python.uq.dists.Corr.Corr.__dists.

Referenced by python.uq.dists.Dist.Dist.crossEntropy(), python.uq.dists.J.J.discretize(), python.uq.dists.Dist.Dist.klDivergence(), and python.uq.dists.Dist.Dist.l2error().

rvs()

def python.uq.dists.Corr.Corr.rvs	(		self,
			n = 1
	)

References python.uq.dists.Corr.Corr.__dists.

toJson()

def python.uq.dists.Corr.Corr.toJson

(

self

)

Returns a string that represents the object

References sgpp::combigrid.join().

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__str__(), python.uq.uq_setting.UQSetting.UQSetting.__str__(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.createMemento(), and python.uq.uq_setting.UQSetting.UQSetting.createMemento().

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The documentation for this class was generated from the following file:

• datadriven/python/uq/dists/Corr.py