RosenblattTransform

class pyapprox.variables.RosenblattTransform(joint_density, num_vars, opts)[source]

Bases: object

Apply the Rosenblatt transformation to an arbitraty multivariate random variable.

Methods Summary

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

Methods Documentation