UQTk: Uncertainty Quantification Toolkit 3.1.5
rosenblatt.h
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30#ifndef ROSENBLATT_H
31#define ROSENBLATT_H
32
33
42
44void invRos(Array1D<double>& unif, Array2D<double>& xi, Array1D<double>& newXi, double bw);
45
49
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63void get_opt_KDEbdwth(const Array2D<double>& data, Array1D<double>& bdwth);
64
72
74void Rosen(Array2D<double>& xi, Array2D<double>& xi_data, Array2D<double>& unif, double bw);
75
78void Rosen(Array2D<double>& xi, Array2D<double>& xi_data, Array2D<double>& unif);
79
80
81#endif // ROSENBLATT_H
Stores data of any type T in a 1D array.
Definition Array1D.h:61
Stores data of any type T in a 2D array.
Definition Array2D.h:60
void Rosen(Array2D< double > &xi, Array2D< double > &xi_data, Array2D< double > &unif, Array1D< double > &sig)
Given input samples (xi), generates uniform samples by Rosenblatt map whose PDF is defined by a given...
Definition rosenblatt.cpp:272
void get_opt_KDEbdwth(const Array2D< double > &data, Array1D< double > &bdwth)
Calculates 'rule of thumb' optimal KDE bandwidths for a multi-dimensional data.
Definition rosenblatt.cpp:209
void invRos(Array1D< double > &unif, Array2D< double > &xi, Array1D< double > &newXi, Array1D< double > &sig)
Generates a new sample by inverse Rosenblatt defined by a given sample set (xi) and a 'uniform' sampl...
Definition rosenblatt.cpp:41