XtoU

XtoU lets transform datapoint in the original space X to the standard Gaussian
space U with isoprobalisitc transformation.

Various reliability analysis methods for rare event inference (computing failure probability and quantile from model/function outputs).

Bertrand Iooss

mistral

Methods in Structural Reliability

XtoU function

<dl><dt>X</dt>
<dd>the matrix d x n of the input points</dd>
<dt>input.margin</dt>
<dd>A list containing one or more list defining the marginal distribution
functions of all random variables to be used</dd>
<dt>L0</dt>
<dd>the lower matrix of the Cholesky decomposition of correlation matrix R0
(result of <code>ModifCorrMatrix</code>)</dd></dl>

Arguments

Clement WALTER <a href="/link/clement.walter%40cea.fr?package=mistral&version=2.2.2" data-mini-rdoc="mistral::clement.walter@cea.fr">clement.walter@cea.fr</a>

Author

From X to standard space — XtoU

<dl>

<dt>X</dt>
<dd>the matrix d x n of the input points</dd>


<dt>input.margin</dt>
<dd>A list containing one or more list defining the marginal distribution
functions of all random variables to be used</dd>


<dt>L0</dt>
<dd>the lower matrix of the Cholesky decomposition of correlation matrix R0
(result of <code>ModifCorrMatrix</code>)</dd>

</dl>

Clement WALTER <a href='mailto:clement.walter@cea.fr'>clement.walter@cea.fr</a>

XtoU: From X to standard space

Description

Usage

Arguments

Author

See Also