VinecopBase.rosenblatt

VinecopBase.rosenblatt(u, *, num_threads=1, x=None, batched=None)

Rosenblatt transform: dependent uniforms to independent uniforms.

Parameters:

uarray, shape (n, d), dtype float

Pseudo-observations in [0, 1]^d.

num_threadsint, default=1

Accepted for parity; ignored.

xarray, shape (n, p), or None, optional

External covariates (non-simplified vines), else None.

batchedbool or None, optional

See pdf().

Returns:

array, shape (n, d), dtype float

Independent uniforms in [1e-10, 1 - 1e-10].