Joint from independent marginals

Define a joint distribution from its independent marginals. JointIndependent is a child class of DistributionND.

Such a multivariate distribution possesses the following methods, on condition that all its univariate marginals also possess them:

pdf(), log_pdf(), cdf(), rvs(), fit(), moments().

The parameters of the distribution are only stored as attributes of the marginal objects. However, the get_parameters() and update_parameters() method can still be used for the joint. Note that, for this purpose, each parameter of the joint is assigned a unique string identifier as key_index - where key is the parameter name and index the index of the marginal (e.g., location parameter of the 2nd marginal is identified as loc_1).

The JointIndependent class is imported using the following command:

>>> from UQpy.distributions.collection.JointIndependent import JointIndependent

class JointIndependent(marginals)[source]

Parameters:: marginals (Union[list[DistributionContinuous1D], list[DistributionDiscrete1D]]) – list of distribution objects that define the marginals.

ordered_parameters: list

Parameters of the distribution.

This attribute is not defined for certain Distribution objects such as those of type JointIndependent or JointCopula. The user is advised to use the get_parameters() method to access the parameters.

get_parameters()[source]

Return the parameters of a Distributions object.

To update the parameters of a JointIndependent or a JointCopula distribution, each parameter is assigned a unique string identifier as key_index - where key is the parameter name and index the index of the marginal (e.g., location parameter of the 2nd marginal is identified as loc_1).

Return type:: dict
Returns:: Parameters of the distribution

update_parameters(**kwargs)[source]

Update the parameters of a Distributions object.

To update the parameters of a JointIndependent or a JointCopula distribution, each parameter is assigned a unique string identifier as key_index - where key is the parameter name and index the index of the marginal (e.g., location parameter of the 2nd marginal is identified as loc_1).

Parameters:: kwargs (dict) – Parameters to be updated
Raises:: ValueError – if kwargs contains key that does not already exist.

parameters: dict: Ordered list of parameter names, useful when parameter values are stored in vectors and must be passed to the update_params() method.