Régis LEBRUN
Régis LEBRUN
I can see two issues in the way the Nataf transformation is defined In Transformation.py: * The Nataf transformation is presented as a way to induce correlation between random variables,...
See in [this preprint](https://deepai.org/publication/numerical-issues-in-maximum-likelihood-parameter-estimation-for-gaussian-process-regression) an interesting comparison of different Python kriging packages on the Branin test case. It is OT 1.13 which is tested, and the results are not so...
In ComposedDistribution::get(Inverse)IsoProbabilisticTransformation the parameters of the marginal transformation include the parameters of the copula, and the copula transformation does not include any parameters. #554 attempted to provide MarginalTransformationEvaluation::getParameters but the...
``` UnsignedInteger NumericalMathFunction::getCallsNumber() const { return getEvaluationCallsNumber(); } ``` Is it necessary to keep both? Linked to [http://trac.openturns.org/ticket/733](http://trac.openturns.org/ticket/733)
I made a little test : * g = r-s with 2 uniform distributions without any common point r U(2,3) and s U(0,1) * I use the Cobyla algorithm I...
rationale: the graphs must be part of the result, as in optimization algo/result * copy convergence history * deprecate draw methods Linked to [http://trac.openturns.org/ticket/956](http://trac.openturns.org/ticket/956)
For now the `HistoryStrategy` stores the sample as an attribute, hence in RAM which is dumped in the void in case of an error, either in the lib or in...
Improved TruncatedNormal. Now it is possible to truncate a normal distribution on more extreme truncation intervals. It fixes #2058.
When m==a or m==b, there is a division by 0 in this method: ``` import openturns as ot d1 = ot.Triangular(-2.0, -2.0, 4.0) print(d1.computeCharacteristicFunction(1.0)) d2 = ot.Triangular(-2.0, 4.0, 4.0) print(d2.computeCharacteristicFunction(1.0))...
In [the documentation of KarhunenLoeveSVDAlgorithm](https://openturns.github.io/openturns/latest/user_manual/_generated/openturns.KarhunenLoeveSVDAlgorithm.html) it is said that this algorithm is a special case of KarhunenLoeveQuadratureAlgorithm, which is wrong: it is a special case of KarhunenLoeveP1Algorithm. The documentation refers...