[SciPy-user] Iterative proportional fitting

Dorian wizzard028wise@gmail....
Thu Jan 8 19:15:20 CST 2009

Could you give me one appropriate  example on the way of adding the

As a example In the case of given two marginal Gaussian distributions.
I have written the corresponding bivariate Gaussian copula  density , after
inverse transformation (using Sklar's theorem)  to get the joint density
function  their is no correlation coefficient to infer on it.
Because the joint density is not necessary a Gaussian density  and I stuck
there .

I'll try also what James suggested about maximum entropy.

Thanks for your kind help


2009/1/9 Robert Kern <robert.kern@gmail.com>

> 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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