Hi ! I am currently working on kriging and try to reproduce the graphics which is printed in the carrousel of openturns.org (see attachement). More precisely, I would like to compute the 95% confidence bounds of the kriging predictions. However, I could not find the script corresponding to the figure neither on openturns.org nor in the doc (nor in the Slides of the User's days, nor in the Use Cases Guide). Is this Python script available ?
I also tried to produce the script by myself, and failed.... In attachment, I put a Python script which tries to reproduce the figure. Notice however, that the confidence bounds are extremely tight compared to what I expected. My guess is that the issue is related to the estimate of the covariance model : in OpenTURNS, the SquaredExponential is anisotropic while the figure might be produced with an isotropic covariance. I also tried to prevent the optimization algorithm from tuning the theta parameter with the setOptimizeParameters method, but I wasn't able to use correctly (the parameters still change, however with a different value). What is the explanation for these tight bounds ? Best regards, Michaël Michaël BAUDIN Ingénieur - Chercheur EDF - R&D Département Management des Risques Industriels 6, quai Watier 78401 CHATOU [email protected]<mailto:[email protected]> Tél. : 01 30 87 81 82 Fax : 01 30 87 82 13 Ce message et toutes les pièces jointes (ci-après le 'Message') sont établis à l'intention exclusive des destinataires et les informations qui y figurent sont strictement confidentielles. Toute utilisation de ce Message non conforme à sa destination, toute diffusion ou toute publication totale ou partielle, est interdite sauf autorisation expresse. Si vous n'êtes pas le destinataire de ce Message, il vous est interdit de le copier, de le faire suivre, de le divulguer ou d'en utiliser tout ou partie. Si vous avez reçu ce Message par erreur, merci de le supprimer de votre système, ainsi que toutes ses copies, et de n'en garder aucune trace sur quelque support que ce soit. Nous vous remercions également d'en avertir immédiatement l'expéditeur par retour du message. Il est impossible de garantir que les communications par messagerie électronique arrivent en temps utile, sont sécurisées ou dénuées de toute erreur ou virus. ____________________________________________________ This message and any attachments (the 'Message') are intended solely for the addressees. The information contained in this Message is confidential. Any use of information contained in this Message not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. If you are not the addressee, you may not copy, forward, disclose or use any part of it. If you have received this message in error, please delete it and all copies from your system and notify the sender immediately by return message. E-mail communication cannot be guaranteed to be timely secure, error or virus-free.
kriging-sin-function.py
Description: kriging-sin-function.py
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