UQTk: Uncertainty Quantification Toolkit  3.1.1
rosenblatt.h
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30 #ifndef ROSENBLATT_H
31 #define ROSENBLATT_H
32 
33 
42 
44 void invRos(Array1D<double>& unif, Array2D<double>& xi, Array1D<double>& newXi, double bw);
45 
48 void invRos(Array1D<double>& unif, Array2D<double>& xi, Array1D<double>& newXi);
49 
56 void invRos(Array2D<double>& unif, Array2D<double>& xi, Array2D<double>& newXi);
57 
63 void get_opt_KDEbdwth(const Array2D<double>& data, Array1D<double>& bdwth);
64 
72 
74 void Rosen(Array2D<double>& xi, Array2D<double>& xi_data, Array2D<double>& unif, double bw);
75 
78 void Rosen(Array2D<double>& xi, Array2D<double>& xi_data, Array2D<double>& unif);
79 
80 
81 #endif // ROSENBLATT_H
Definition: Array1D.h:472
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