NatafTransform

class pyapprox.variables.NatafTransform(x_marginal_cdfs, x_marginal_inv_cdfs, x_marginal_pdfs, x_covariance, x_marginal_means, bisection_opts={})[source]

Bases: object

Apply the Nataf transformation to an arbitraty multivariate random variable.

Methods Summary

`map_from_canonical`(canonical_samples)
`map_to_canonical`(user_samples)
`num_vars`()

Methods Documentation

map_from_canonical(canonical_samples)[source]

map_to_canonical(user_samples)[source]

num_vars()[source]