VinecopLike.rosenblatt

abstract VinecopLike.rosenblatt(u, *, x=None, num_threads=1)

Rosenblatt transform: dependent uniforms to independent uniforms.

Parameters:

uarray, shape (n, d), dtype float

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

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

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

num_threadsint, default=1

Accepted for parity with pyvinecopulib.core.Vinecop.rosenblatt().

Returns:

array, shape (n, d), dtype float

Independent uniforms.