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/dports/math/openturns/openturns-1.18/python/test/
H A Dt_Distribution_quantile.py11 q0 = dist.computeQuantile(0.0)
12 qm1 = dist.computeQuantile(-1.0)
15 q1 = dist.computeQuantile(1.0)
16 q0p = dist.computeQuantile(ot.SpecFunc.MinScalar)
19 q1 = dist.computeQuantile(1.0)
20 q2 = dist.computeQuantile(2.0)
23 q1m = dist.computeQuantile(1.0-ot.SpecFunc.ScalarEpsilon)
H A Dt_SklarCopula_std.py65 quantile = copula.computeQuantile(0.5)
66 quantileRef = copulaRef.computeQuantile(0.5)
110 print("margin quantile =", repr(margin.computeQuantile(0.95)))
111 print("margin quantile (ref)=", repr(marginRef.computeQuantile(0.95)))
126 print("margin quantile =", repr(margin.computeQuantile(0.95)))
127 print("margin quantile (ref)=", repr(marginRef.computeQuantile(0.95)))
H A Dt_MinCopula_std.py51 quantile = copula.computeQuantile(0.5)
56 quantile = copula.computeQuantile(0.95, True)
71 print("margin quantile=", margin.computeQuantile(0.95))
83 quantile = margins.computeQuantile(0.95)
H A Dt_JoeCopula_std.py51 quantile = copula.computeQuantile(0.5)
56 quantile = copula.computeQuantile(0.95, True)
100 print("margin quantile=", repr(margin.computeQuantile(0.95)))
108 quantile = ot.Point(margins.computeQuantile(0.95))
H A Dt_ComposedDistribution_std.py98 quantile = Point(distribution.computeQuantile(0.95))
103 quantile = Point(distribution.computeQuantile(0.95, True))
136 ref.computeCDF(zero), " quantile= ", repr(ref.computeQuantile(0.95)))
144 print("margin quantile=", repr(margin.computeQuantile(0.5)))
156 quantile = Point(margins.computeQuantile(0.5))
200 quantile = distribution.computeQuantile(0.95)
202 print("Quantile (ref)=", repr(distributionRef.computeQuantile(0.95)))
H A Dt_MarshallOlkinCopula_std.py58 quantile = copula.computeQuantile(0.5)
63 quantile = copula.computeQuantile(0.95, True)
92 print("margin quantile=", repr(margin.computeQuantile(0.95)))
104 quantile = Point(margins.computeQuantile(0.95))
H A Dt_ExtremeValueCopula_std.py53 quantile = copula.computeQuantile(0.5)
58 quantile = copula.computeQuantile(0.95, True)
102 print("margin quantile=", repr(margin.computeQuantile(0.95)))
114 quantile = Point(margins.computeQuantile(0.95))
H A Dt_RandomMixture_std.py74 quantile = distribution.computeQuantile(0.95)
76 print("quantile (ref)=", distributionReference.computeQuantile(0.95))
78 quantileComp = distribution.computeQuantile(0.95, True)
291 q = case1.computeQuantile(0.95)[0]
293 q = case1.computeQuantile(0.95, True)[0]
296 q = case2.computeQuantile(0.95)[0]
298 q = case2.computeQuantile(0.95, True)[0]
306 print("quantile=", sum.computeQuantile(0.2))
316 print("quantile=", sum.computeQuantile(0.2))
H A Dt_MarginalTransformationGradient_std.py15 pointLow.add(coll1[0].computeQuantile(0.25)[0])
16 pointLow.add(coll1[1].computeQuantile(0.25)[0])
18 pointHigh.add(coll1[0].computeQuantile(0.75)[0])
19 pointHigh.add(coll1[1].computeQuantile(0.75)[0])
H A Dt_MarginalTransformationHessian_std.py16 pointLow.add(coll1[0].computeQuantile(0.25)[0])
17 pointLow.add(coll1[1].computeQuantile(0.25)[0])
19 pointHigh.add(coll1[0].computeQuantile(0.75)[0])
20 pointHigh.add(coll1[1].computeQuantile(0.75)[0])
H A Dt_PlackettCopula_std.py53 quantile = copula.computeQuantile(0.5)
58 quantile = copula.computeQuantile(0.95, True)
95 print("margin quantile=", repr(margin.computeQuantile(0.95)))
107 quantile = Point(margins.computeQuantile(0.95))
H A Dt_AliMikhailHaqCopula_std.py53 quantile = copula.computeQuantile(0.5)
58 quantile = copula.computeQuantile(0.95, True)
94 print("margin quantile=", repr(margin.computeQuantile(0.95)))
106 quantile = Point(margins.computeQuantile(0.95))
H A Dt_FrankCopula_std.py53 quantile = copula.computeQuantile(0.5)
58 quantile = copula.computeQuantile(0.95, True)
95 print("margin quantile=", repr(margin.computeQuantile(0.95)))
107 quantile = Point(margins.computeQuantile(0.95))
H A Dt_ClaytonCopula_std.py53 quantile = copula.computeQuantile(0.5)
58 quantile = copula.computeQuantile(0.95, True)
95 print("margin quantile=", repr(margin.computeQuantile(0.95)))
107 quantile = Point(margins.computeQuantile(0.95))
H A Dt_EmpiricalBernsteinCopula_std.py52 quantile = copula.computeQuantile(0.5)
57 quantile = copula.computeQuantile(0.95, True)
96 print("margin quantile=", repr(margin.computeQuantile(0.95)))
106 quantile = ot.Point(margins.computeQuantile(0.95))
H A Dt_Histogram_std.py83 quantile = distribution.computeQuantile(0.95)
129 if (fabs(q - distribution.computeCDF(distribution.computeQuantile(q))) > eps):
130 print("q=%.6f" % q, " quantile=%.6f" % distribution.computeQuantile(q)[
131 … 0], " CDF(quantile)=%.6f" % distribution.computeCDF(distribution.computeQuantile(q)))
H A Dt_FarlieGumbelMorgensternCopula_std.py52 quantile = copula.computeQuantile(0.5)
89 print("margin quantile=", margin.computeQuantile(0.95))
101 quantile = margins.computeQuantile(0.95)
/dports/math/openturns/openturns-1.18/lib/test/
H A Dt_Distribution_quantile.cxx38 Scalar q0 = dist.computeQuantile(0.0)[0]; in main()
39 Scalar qm1 = dist.computeQuantile(-1.0)[0]; in main()
42 Scalar q1 = dist.computeQuantile(1.0)[0]; in main()
43 Scalar q0p = dist.computeQuantile(SpecFunc::MinScalar)[0]; in main()
46 Scalar q2 = dist.computeQuantile(2.0)[0]; in main()
49 Scalar q1m = dist.computeQuantile(1.0 - SpecFunc::ScalarEpsilon)[0]; in main()
H A Dt_SklarCopula_std.cxx106 Point quantile = copula.computeQuantile( 0.5 ); in main()
107 Point quantileRef = copulaRef.computeQuantile( 0.5 ); in main()
153 fullprint << "margin quantile =" << margin.computeQuantile(0.95) << std::endl; in main()
154 fullprint << "margin quantile (ref)=" << marginRef.computeQuantile(0.95) << std::endl; in main()
170 quantile = margins.computeQuantile(0.95); in main()
171 quantileRef = marginsRef.computeQuantile(0.95); in main()
H A Dt_MarginalTransformationHessian_std.cxx40 pointLow.add(coll1[0].computeQuantile(0.25)[0]); in main()
41 pointLow.add(coll1[1].computeQuantile(0.25)[0]); in main()
43 pointHigh.add(coll1[0].computeQuantile(0.75)[0]); in main()
44 pointHigh.add(coll1[1].computeQuantile(0.75)[0]); in main()
H A Dt_MarginalTransformationGradient_std.cxx39 pointLow.add(coll1[0].computeQuantile(0.25)[0]); in main()
40 pointLow.add(coll1[1].computeQuantile(0.25)[0]); in main()
42 pointHigh.add(coll1[0].computeQuantile(0.75)[0]); in main()
43 pointHigh.add(coll1[1].computeQuantile(0.75)[0]); in main()
H A Dt_RandomMixture_std.cxx114 Point quantile = distribution.computeQuantile( 0.95 ); in main()
116 fullprint << "quantile (ref)=" << distributionReference.computeQuantile(0.95) << std::endl; in main()
118 Point quantileComp = distribution.computeQuantile( 0.95, true ); in main()
354 Scalar q = case1.computeQuantile(0.95)[0]; in main()
356 q = case1.computeQuantile(0.95, true)[0]; in main()
359 q = case2.computeQuantile(0.95)[0]; in main()
361 q = case2.computeQuantile(0.95, true)[0]; in main()
370 fullprint << "quantile=" << sum.computeQuantile(0.2) << std::endl; in main()
382 fullprint << "quantile=" << sum.computeQuantile(0.2) << std::endl; in main()
H A Dt_Histogram_std.cxx159 Point quantile = distribution.computeQuantile( 0.95 ); in main()
197 if (std::abs(q - distribution.computeCDF(distribution.computeQuantile(q))) > eps) in main()
199 …quantile=" << distribution.computeQuantile(q)[0] << " CDF(quantile)=" << distribution.computeCDF(d… in main()
215 fullprint << "q@" << p << "=" << distribution.computeQuantile(p)[0] << std::endl; in main()
/dports/math/openturns/openturns-1.18/lib/src/Uncertainty/Model/
H A DSklarCopula.cxx138 const Point xi(marginalCollection_[i].computeQuantile(ui)); in computeDDF()
168 const Point xi(marginalCollection_[i].computeQuantile(point[i])); in computePDF()
191 x[i] = marginalCollection_[i].computeQuantile(u[i])[0]; in computeCDF()
214 lowerBound[i] = marginalCollection_[i].computeQuantile(lowerBoundIntersect[i])[0]; in computeProbability()
215 upperBound[i] = marginalCollection_[i].computeQuantile(upperBoundIntersect[i])[0]; in computeProbability()
234 x[i] = marginalCollection_[i].computeQuantile(u[i])[0]; in computeSurvivalFunction()
252 Point SklarCopula::computeQuantile(const Scalar prob, in computeQuantile() function in SklarCopula
260 Point uq(distribution_.computeQuantile(prob)); in computeQuantile()
275 …eger i = 0; i < conditioningDimension; ++i) u[i] = marginalCollection_[i].computeQuantile(y[i])[0]; in computeConditionalPDF()
276 const Scalar ux = marginalCollection_[conditioningDimension].computeQuantile(x)[0]; in computeConditionalPDF()
[all …]
/dports/math/openturns/openturns-1.18/python/doc/examples/probabilistic_modeling/distributions/
H A Dplot_distribution_manipulation.py134 dist_2.computeQuantile(0.90)
138 dist_2.computeQuantile(0.90, True)
143 dist_1.computeQuantile([0.90, 0.95])
147 dist_1.computeQuantile([0.90, 0.95], True)

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