%feature("docstring") OT::DiracCovarianceModel "Dirac covariance function. Available constructors: DiracCovarianceModel(*spatialDim=1*) DiracCovarianceModel(*spatialDim, amplitude*) DiracCovarianceModel(*spatialDim, amplitude, spatialCorrelation*) DiracCovarianceModel(*spatialDim, spatialCovariance*) Parameters ---------- spatialDim : int Spatial dimension :math:`n`. By default, equal to 1. amplitude : sequence of positive floats Amplitude of the process :math:`\vect{\sigma}\in \Rset^d`. Its size is the dimension :math:`d` of the process. By default, equal to :math:`[1]`. spatialCorrelation : :class:`~openturns.CorrelationMatrix` Correlation matrix :math:`\mat{R} \in \cS^+_d([-1, 1])`. By default, Identity matrix. spatialCovariance : :class:`~openturns.CovarianceMatrix` Covariance matrix :math:`\mat{C}^{stat} \in \cS_d^+(\Rset)`. By default, Identity matrix. Notes ----- The *Dirac* covariance function is a stationary covariance function with dimension :math:`d \geq 1`. We consider the stochastic process :math:`X: \Omega \times\cD \mapsto \Rset^d`, where :math:`\omega \in \Omega` is an event, :math:`\cD` is a domain of :math:`\Rset^n`. The *Dirac* covariance function is defined by: .. math:: C(\vect{s}, \vect{t}) = 1_{\{\vect{s}=\vect{t}\}} \, \mbox{Diag}(\vect{\sigma}) \, \mat{R}\, \mbox{Diag}(\vect{\sigma}), \quad \forall (\vect{s}, \vect{t}) \in \cD where :math:`\mat{R} \in \cS_d^+([-1,1])` is the spatial correlation matrix. We can define the spatial covariance matrix :math:`\mat{C}^{stat}` as: .. math:: \mat{C}^{stat} = \mbox{Diag}(\vect{\sigma}) \, mat{R}\, \mbox{Diag}(\vect{\sigma}) The correlation function :math:`\rho` writes: .. math:: \rho(\vect{s}, \vect{t}) = 1_{\{\vect{s}=\vect{t}\}} See Also -------- CovarianceModel Examples -------- Create a standard Dirac covariance function: >>> import openturns as ot >>> covModel = ot.DiracCovarianceModel(2) >>> t = [0.1, 0.3] >>> s = [0.1, 0.3] >>> print(covModel(s, t)) [[ 1 ]] >>> tau = [0.1, 0.3] >>> print(covModel(tau)) [[ 0 ]] Create a Dirac covariance function specifying the amplitude vector: >>> covModel2 = ot.DiracCovarianceModel(2, [1.5, 2.5]) Create a Dirac covariance function specifying the amplitude vector and the correlation matrix: >>> corrMat = ot.CorrelationMatrix(2) >>> corrMat[1,0] = 0.1 >>> covModel3 = ot.DiracCovarianceModel(2, [1.5, 2.5], corrMat)"