GaussCopulaVariable

class pyapprox.variables.GaussCopulaVariable(marginals, x_correlation, bisection_opts={})[source]

Bases: JointVariable

Multivariate random variable with Gaussian correlation and arbitrary marginals

Methods Summary

marginals()

num_vars()

pdf(x_samples[, log])

rvs(nsamples[, return_all])

Generate samples from a random variable.

z_joint_density(z_samples)

Methods Documentation

marginals()[source]
num_vars()[source]
pdf(x_samples, log=False)[source]
rvs(nsamples, return_all=False)[source]

Generate samples from a random variable.

Parameters:
num_samplesinteger

The number of samples to generate

Returns:
samplesnp.ndarray (num_vars, num_samples)

Independent samples from the target distribution

z_joint_density(z_samples)[source]