mixedvine.py 文件源码

def rvs(self, size=1):
            '''
            Generates random variates from the mixed vine.  Currently assumes a
            c-vine structure.

            Parameters
            ----------
            size : integer, optional
                The number of samples to generate.  (Default: 1)

            Returns
            -------
            array_like
                n-by-d matrix of samples where n is the number of samples and d
                is the number of marginals.
            '''
            if self.is_root_layer():
                # Determine distribution dimension
                layer = self
                while not layer.is_marginal_layer():
                    layer = layer.input_layer
                dim = len(layer.marginals)
                samples = np.random.random(size=[size, dim])
                (samples, _) = self.make_dependent(samples)
                # Use marginals to transform dependent uniform samples
                for i, marginal in enumerate(layer.marginals):
                    samples[:, i] = marginal.ppf(samples[:, i])
                return samples
            else:
                return self.output_layer.rvs(size)