[SciPy-user] Iterative proportional fitting

Robert Kern robert.kern@gmail....
Thu Jan 8 18:17:42 CST 2009

On Thu, Jan 8, 2009 at 18:07, Dorian <wizzard028wise@gmail.com> wrote:
> Thanks for your quick response. You are right , I've tried that, but copula
> are limited only
> to the case that the marginal distributions are uniform over  the interval
> zero to one.

No, you transform your marginal distributions to uniform and also
transform the constraints appropriately, too. You find the uniform
copula and then apply the inverse transformations to get the original
joint density.

Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco

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