/dports/math/openturns/openturns-1.18/python/test/ |
H A D | t_Distribution_quantile.py | 11 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)
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H A D | t_SklarCopula_std.py | 65 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)))
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H A D | t_MinCopula_std.py | 51 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)
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H A D | t_JoeCopula_std.py | 51 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))
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H A D | t_ComposedDistribution_std.py | 98 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)))
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H A D | t_MarshallOlkinCopula_std.py | 58 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))
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H A D | t_ExtremeValueCopula_std.py | 53 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))
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H A D | t_RandomMixture_std.py | 74 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))
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H A D | t_MarginalTransformationGradient_std.py | 15 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])
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H A D | t_MarginalTransformationHessian_std.py | 16 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])
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H A D | t_PlackettCopula_std.py | 53 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))
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H A D | t_AliMikhailHaqCopula_std.py | 53 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))
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H A D | t_FrankCopula_std.py | 53 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))
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H A D | t_ClaytonCopula_std.py | 53 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))
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H A D | t_EmpiricalBernsteinCopula_std.py | 52 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))
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H A D | t_Histogram_std.py | 83 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)))
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H A D | t_FarlieGumbelMorgensternCopula_std.py | 52 quantile = copula.computeQuantile(0.5) 89 print("margin quantile=", margin.computeQuantile(0.95)) 101 quantile = margins.computeQuantile(0.95)
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/dports/math/openturns/openturns-1.18/lib/test/ |
H A D | t_Distribution_quantile.cxx | 38 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()
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H A D | t_SklarCopula_std.cxx | 106 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()
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H A D | t_MarginalTransformationHessian_std.cxx | 40 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()
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H A D | t_MarginalTransformationGradient_std.cxx | 39 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()
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H A D | t_RandomMixture_std.cxx | 114 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()
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H A D | t_Histogram_std.cxx | 159 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()
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/dports/math/openturns/openturns-1.18/lib/src/Uncertainty/Model/ |
H A D | SklarCopula.cxx | 138 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 …]
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/dports/math/openturns/openturns-1.18/python/doc/examples/probabilistic_modeling/distributions/ |
H A D | plot_distribution_manipulation.py | 134 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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