TorchBicop.hinv1
- TorchBicop.hinv1(u, x=None)
Inverts hfunc1 w.r.t. the second argument.
Given
u = [u1, p], returnsu2such thatH1(u1, u2) = p. Withcache_integrals=Truethis is a single bilinear interpolation on the precomputed cache; otherwise each call inverts the piecewise-quadratic conditional cdf in closed form (exact inverse of the on-the-fly h-function).- Parameters:
- uTensor, shape (n, 2), dtype float
Column 0 is
u1; column 1 is the target probabilityp.- xTensor or None, optional
Conditioning variables, shape
(n, k). Ignored byTorchBicop(an unconditional pair copula); accepted so the class satisfies theBicopLikecontract.
- Returns:
- Tensor, shape (n,), dtype float
u2values in[0, 1].