PIT()

liesel.model.PIT(_input, distribution=None, name='')

A weak variable evaluating a probability integral transform (PIT).

See also

liesel.distribution.GaussianCopula

A bivariate Gaussian copula distribution.

Return type:

Var

Examples

>>> import liesel.model as lsl
>>> import tensorflow_probability.substrates.jax.distributions as tfd
>>> dist = lsl.Dist(tfd.Normal, loc=0.0, scale=1.0)
>>> x = lsl.Var.new_obs(1.0, dist)
>>> x_pit = lsl.PIT(x, name="PIT(x)").update()
>>> x_pit.value.round(2)
Array(0.84, dtype=float32)