chaospy.Perc¶
- chaospy.Perc(poly, q, dist, sample=10000, **kws)[source]¶
Percentile function.
Note that this function is an empirical function that operates using Monte Carlo sampling.
- Args:
- poly (numpoly.ndpoly):
Polynomial of interest.
- q (numpy.ndarray):
positions where percentiles are taken. Must be a number or an array, where all values are on the interval
[0, 100]
.- dist (Distribution):
Defines the space where percentile is taken.
- sample (int):
Number of samples used in estimation.
- Returns:
- (numpy.ndarray):
Percentiles of
poly
withQ.shape=poly.shape+q.shape
.
- Examples:
>>> dist = chaospy.J(chaospy.Gamma(1, 1), chaospy.Normal(0, 2)) >>> q0, q1 = chaospy.variable(2) >>> poly = chaospy.polynomial([0.05*q0, 0.2*q1, 0.01*q0*q1]) >>> chaospy.Perc(poly, [0, 5, 50, 95, 100], dist).round(2) array([[ 0. , -3.29, -5.3 ], [ 0. , -0.64, -0.04], [ 0.03, -0.01, -0. ], [ 0.15, 0.66, 0.04], [ 1.61, 3.29, 5.3 ]])