criterion ( str or callable): The criterion for pairing the generating sample points Options:.Therefore, for multi-variate designs the dist_object must be a list of DistributionContinuous1D objects LHS does not generate correlated random variables. List of Distribution objects corresponding to each random variable.Īll distributions in LHS must be independent. Perform Latin hypercube sampling (MCS) of random variables. LHS ( dist_object, nsamples, criterion=None, random_state=None, verbose=False, **kwargs ) ¶ LHS Class Descriptions ¶ class UQpy.SampleMethods. The transform_u01 method has no returns, although it creates and/or appends the samplesU01 attribute of The transform_u01 method is an instance method that perform the transformation on an existing MCS
Transform random samples to uniform on the unit hypercube. The run method has no returns, although it creates and/or appends the samples attribute of the MCS If the run method is invoked multiple times, the newly generated samples will be appended to the Times and each time the generated samples are appended to the existing samples. The run method of the MCS class can be invoked many The run method directly to generate samples. Provided, the run method is automatically called when the MCS object is defined. The run method is the function that performs random sampling in the MCS class. Methods run ( nsamples, random_state=None ) ¶Įxecute the random sampling in the MCS class. This attribute exists only if the transform_u01 method is invoked by the user. Generated samples transformed to the unit hypercube. Samples is a list with len(samples)=nsamples and len(samples) = len(dist_object). If a list of mixed DistributionContinuous1D and DistributionContinuousND objects is provided then If a DistributionContinuousND object is provided for dist_object then samples is an array with If a DistributionContinuous1D object is provided for dist_object then samples is an array with Ndarray with samples.shape=(nsamples, len(dist_object)). If a list of DistributionContinuous1D objects is provided for dist_object, then samples is an Otherwise, theĪ boolean declaring whether to write text to the terminal. If an integer is provided, this sets the seed for an object of. Random seed used to initialize the pseudo-random number generator. random_state (None or int or object):.MCS object is created but samples are not generated. The run method is automatically called if nsamples is provided. Number of samples to be drawn from each distribution. Must be an object (or a list of objects) of the Probability distribution of each random variable. dist_object ((list of) Distribution object(s)):.Perform Monte Carlo sampling (MCS) of random variables. MCS ( dist_object, nsamples=None, random_state=None, verbose=False ) ¶ MCS Class Descriptions ¶ class UQpy.SampleMethods.
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