rosenblatt_transform_multivarStudent: Rosenblatt transform to multivariate Student distribution

In SLGP: Spatial Logistic Gaussian Process for Field Density Estimation

Rosenblatt transform to multivariate Student distribution

Description

Auxiliary function that maps uniform samples in [0, 1]^d to samples from the spectral density of a Matérn kernel (i.e., a multivariate Student distribution).

Usage

rosenblatt_transform_multivarStudent(x, dimension, MatParam = 5/2)

Arguments

x	A matrix (or vector) of samples in [0, 1]^d to transform.
dimension	Integer. The dimension of the input space.
MatParam	Numeric. The Matérn kernel smoothness parameter (default = 5/2).

Value

A matrix with transformed coordinates following a multivariate Student distribution.

SLGP documentation built on Sept. 9, 2025, 5:25 p.m.