python.uq.dists.J.J Class Reference

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

Public Member Functions
	__getitem__ (self, index)
	__init__ (self, dists)
	__str__ (self)
	cdf (self, p)
	discretize (self, level=5, *args, **kws)
	fromJson (cls, jsonObject)
	getBounds (self)
	getDim (self)
	getDistributions (self)
	getTupleIndices (self)
	mean (self)
	pdf (self, p, marginal=False)
	ppf (self, p)
	rvs (self, n=1)
	std (self)
	toJson (self)
	var (self)

Public Attributes
	error
	sgdeDist

Detailed Description

Models the multivariate distribution of independent variables

Constructor & Destructor Documentation

__init__()

python.uq.dists.J.J.__init__	(		self,
			dists
	)

References python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__init__(), python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, python.uq.dists.DataDist.DataDist.__n, python.uq.dists.J.J.__n, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__n, python.uq.parameters.ParameterBuilder.GeneralParameterBuilder.__n, python.uq.parameters.ParameterSet.ParameterSet.__n, and python.uq.transformation.JointTransformation.JointTransformation.__n.

Referenced by python.uq.dists.J.J.__init__().

Member Function Documentation

__getitem__()

python.uq.dists.J.J.__getitem__	(		self,
			index
	)

References python.uq.dists.Corr.Corr.__dists, and python.uq.dists.J.J.__dists.

__str__()

python.uq.dists.J.J.__str__

(

self

)

References python.uq.dists.Corr.Corr.__dists, and python.uq.dists.J.J.__dists.

cdf()

python.uq.dists.J.J.cdf	(		self,
			p
	)

References python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, python.uq.dists.DataDist.DataDist.__n, python.uq.dists.J.J.__n, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__n, python.uq.parameters.ParameterBuilder.GeneralParameterBuilder.__n, python.uq.parameters.ParameterSet.ParameterSet.__n, python.uq.transformation.JointTransformation.JointTransformation.__n, and python.uq.dists.J.J.cdf().

Referenced by python.uq.dists.J.J.cdf().

discretize()

python.uq.dists.J.J.discretize	(		self,
			level = 5,
		*	args,
		**	kws
	)

discretize the pdf of the current distribution
using a sparse grid interpolant

References python.learner.Regressor.Regressor.error, python.uq.dists.J.J.error, python.uq.learner.Regressor.Regressor.error, sgpp::datadriven::LearnerSGD.error, sgpp::datadriven::LearnerSGDE.error, sgpp::datadriven::LearnerSVM.error, sgpp::base::DistributionBeta.getBounds(), sgpp::base::DistributionLogNormal.getBounds(), sgpp::base::DistributionNormal.getBounds(), sgpp::base::DistributionTruncExponential.getBounds(), sgpp::base::DistributionTruncGamma.getBounds(), sgpp::base::DistributionTruncNormal.getBounds(), sgpp::base::DistributionUniform.getBounds(), sgpp::base::DistributionsVector.getBounds(), sgpp::base::Distribution.getBounds(), python.uq.dists.Beta.Beta.getBounds(), python.uq.dists.Corr.Corr.getBounds(), python.uq.dists.CorrBeta.CorrBeta.getBounds(), python.uq.dists.DataDist.DataDist.getBounds(), python.uq.dists.Dist.Dist.getBounds(), python.uq.dists.EstimatedDist.EstimatedDist.getBounds(), python.uq.dists.J.J.getBounds(), python.uq.dists.LibAGFDist.LibAGFDist.getBounds(), python.uq.dists.Lognormal.Lognormal.getBounds(), python.uq.dists.MultivariateNormal.MultivariateNormal.getBounds(), python.uq.dists.NatafDist.NatafDist.getBounds(), python.uq.dists.Normal.Normal.getBounds(), python.uq.dists.TNormal.TNormal.getBounds(), python.uq.dists.Uniform.Uniform.getBounds(), python.uq.parameters.ParameterSet.ParameterSet.getBounds(), python.uq.transformation.JointTransformation.JointTransformation.getBounds(), python.uq.transformation.LinearTransformation.LinearTransformation.getBounds(), sgpp::datadriven::KernelDensityEstimator.pdf(), sgpp::datadriven::LearnerSGDE.pdf(), sgpp::datadriven::SparseGridDensityEstimator.pdf(), sgpp::datadriven::DensityEstimator.pdf(), sgpp::datadriven::KernelDensityEstimator.pdf(), sgpp::datadriven::LearnerSGDE.pdf(), sgpp::datadriven::SparseGridDensityEstimator.pdf(), sgpp::datadriven::DensityEstimator.pdf(), python.uq.dists.DataDist.DataDist.pdf(), python.uq.dists.Dist.Dist.pdf(), python.uq.dists.J.J.pdf(), python.uq.dists.Beta.Beta.pdf(), python.uq.dists.Corr.Corr.pdf(), python.uq.dists.CorrBeta.CorrBeta.pdf(), python.uq.dists.KDEDist.KDEDist.pdf(), python.uq.dists.LibAGFDist.LibAGFDist.pdf(), python.uq.dists.Lognormal.Lognormal.pdf(), python.uq.dists.MultivariateNormal.MultivariateNormal.pdf(), python.uq.dists.NatafDist.NatafDist.pdf(), python.uq.dists.Normal.Normal.pdf(), python.uq.dists.SGDEdist.SGDEdist.pdf(), python.uq.dists.TLognormal.TLognormal.pdf(), python.uq.dists.TNormal.TNormal.pdf(), python.uq.dists.Uniform.Uniform.pdf(), and python.uq.dists.J.J.sgdeDist.

fromJson()

python.uq.dists.J.J.fromJson	(		cls,
			jsonObject
	)

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

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

getBounds()

python.uq.dists.J.J.getBounds

(

self

)

References python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, and python.uq.dists.J.J.getBounds().

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

getDim()

python.uq.dists.J.J.getDim

(

self

)

References python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, and python.uq.parameters.ParameterSet.ParameterSet.__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()

python.uq.dists.J.J.getDistributions

(

self

)

References python.uq.dists.Corr.Corr.__dists, and python.uq.dists.J.J.__dists.

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

getTupleIndices()

python.uq.dists.J.J.getTupleIndices

(

self

)

References python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, and python.uq.transformation.JointTransformation.JointTransformation.__ixs.

mean()

python.uq.dists.J.J.mean

(

self

)

References python.uq.dists.Corr.Corr.__dists, and python.uq.dists.J.J.__dists.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.LibAGFDist.LibAGFDist.var(), and python.uq.dists.SGDEdist.SGDEdist.var().

pdf()

python.uq.dists.J.J.pdf	(		self,
			p,
			marginal = False
	)

References python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, python.uq.dists.DataDist.DataDist.__n, python.uq.dists.J.J.__n, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__n, python.uq.parameters.ParameterBuilder.GeneralParameterBuilder.__n, python.uq.parameters.ParameterSet.ParameterSet.__n, python.uq.transformation.JointTransformation.JointTransformation.__n, and python.uq.dists.J.J.pdf().

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

ppf()

python.uq.dists.J.J.ppf	(		self,
			p
	)

References python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, python.uq.dists.DataDist.DataDist.__n, python.uq.dists.J.J.__n, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__n, python.uq.parameters.ParameterBuilder.GeneralParameterBuilder.__n, python.uq.parameters.ParameterSet.ParameterSet.__n, python.uq.transformation.JointTransformation.JointTransformation.__n, and python.uq.dists.J.J.ppf().

Referenced by python.uq.dists.J.J.ppf(), python.uq.dists.EstimatedDist.EstimatedDist.rvs(), python.uq.dists.NatafDist.NatafDist.rvs(), python.uq.dists.KDEDist.KDEDist.rvs(), and python.uq.dists.SGDEdist.SGDEdist.rvs().

rvs()

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

References python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.dists.Corr.Corr.__dists, python.uq.dists.J.J.__dists, python.uq.dists.J.J.__ixs, python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.__ixs, python.uq.transformation.JointTransformation.JointTransformation.__ixs, and python.uq.dists.J.J.rvs().

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

std()

python.uq.dists.J.J.std

(

self

)

References sgpp::datadriven::BayesianOptimization.var(), python.uq.dists.Beta.Beta.var(), python.uq.dists.DataDist.DataDist.var(), python.uq.dists.Dist.Dist.var(), python.uq.dists.J.J.var(), python.uq.dists.KDEDist.KDEDist.var(), python.uq.dists.LibAGFDist.LibAGFDist.var(), python.uq.dists.Lognormal.Lognormal.var(), python.uq.dists.Normal.Normal.var(), python.uq.dists.SGDEdist.SGDEdist.var(), python.uq.dists.TNormal.TNormal.var(), python.uq.dists.Uniform.Uniform.var(), python.uq.estimators.Estimator.Estimator.var(), python.uq.estimators.SparseGridEstimator.SparseGridEstimator.var(), python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var(), python.uq.estimators.CollocationPointsStrategy.CollocationPointsStrategy.var(), python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.var(), python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy.var(), python.uq.analysis.Analysis.Analysis.var(), and python.uq.estimators.MCEstimator.MCEstimator.var().

toJson()

python.uq.dists.J.J.toJson

(

self

)

Returns a string that represents the object

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

var()

python.uq.dists.J.J.var

(

self

)

References python.uq.dists.Corr.Corr.__dists, and python.uq.dists.J.J.__dists.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.Dist.Dist.cov(), python.uq.dists.DataDist.DataDist.std(), python.uq.dists.Dist.Dist.std(), and python.uq.dists.J.J.std().

Member Data Documentation

error

python.uq.dists.J.J.error

Referenced by python.uq.dists.J.J.discretize(), python.learner.Regressor.Regressor.evalError(), python.uq.learner.Regressor.Regressor.evalError(), python.learner.Regressor.Regressor.getL2NormError(), python.uq.learner.Regressor.Regressor.getL2NormError(), python.learner.Regressor.Regressor.getMaxError(), python.uq.learner.Regressor.Regressor.getMaxError(), python.learner.Regressor.Regressor.getMinError(), and python.uq.learner.Regressor.Regressor.getMinError().

sgdeDist

python.uq.dists.J.J.sgdeDist

Referenced by python.uq.dists.J.J.discretize().

---

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

• datadriven/python/uq/dists/J.py