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

Public Member Functions
def	__init__ (self, mu, cov, a, b)

def	__str__ (self)

def	fromJson (cls, jsonObject)

def	getBounds (self)

def	getDim (self)

def	pdf (self, x)

def	rvs (self, n=1)

def	toJson (self)

Public Attributes
	corr

	cov_inv

	dist

	L

	norm

Detailed Description

Represents a multivariate normal distribution

Constructor & Destructor Documentation

◆ init()

def python.uq.dists.MultivariateNormal.MultivariateNormal.__init__	(	self,
		mu,
		cov,
		a,
		b
	)

Constructor
@param mu: mean of 1d gaussians
@param cov: covariance matrix
@param a: lower boundary
@param b: upper boundary

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.uq.dists.Corr.Corr.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.dists.Lognormal.Lognormal.__mu, and python.uq.dists.MultivariateNormal.MultivariateNormal.__mu.

Member Function Documentation

◆ str()

def python.uq.dists.MultivariateNormal.MultivariateNormal.__str__ ( self )

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Corr.Corr.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

◆ fromJson()

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

Restores the TNormal object from the json object with its
attributes.
@param jsonObject: json object
@return: the restored TNormal 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.MultivariateNormal.MultivariateNormal.getBounds ( self )

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Corr.Corr.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

◆ getDim()

def python.uq.dists.MultivariateNormal.MultivariateNormal.getDim ( self )

References python.uq.dists.Corr.Corr.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__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.parameters.ParameterSet.ParameterSet.extractActiveSubset(), python.uq.dists.KDEDist.KDEDist.getBandwidths(), and python.uq.uq_setting.UQSetting.UQSetting.getDim().

◆ pdf()

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

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv, python.uq.dists.MultivariateNormal.MultivariateNormal.norm, and sgpp::combigrid::LevelInfo.norm.

◆ rvs()

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

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.uq.dists.Corr.Corr.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.L.

◆ toJson()

def python.uq.dists.MultivariateNormal.MultivariateNormal.toJson ( self )

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().

Member Data Documentation

◆ corr

python.uq.dists.MultivariateNormal.MultivariateNormal.corr

◆ cov_inv

python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.pdf().

◆ dist

python.uq.dists.MultivariateNormal.MultivariateNormal.dist

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.rvs().

◆ L

python.uq.dists.MultivariateNormal.MultivariateNormal.L

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.rvs(), and python.uq.operations.natafTransformation.NatafTransformation.trans_U_to_Z().

◆ norm

python.uq.dists.MultivariateNormal.MultivariateNormal.norm