func (self *base) Backward(z []float64) []float64 {
nu, nz := self.nu, self.nz
lower, upper := self.lower, self.upper
ω := append([]float64(nil), lower...)
n := make([]float64, nz)
// Independent uniform to independent Gaussian
for i := range n {
n[i] = standardGaussian.Invert(z[i])
}
// Independent Gaussian to dependent Gaussian
u := infinity.Linear(self.copula.C, n, nu, nz)
// Dependent Gaussian to dependent uniform
for i := range u {
u[i] = standardGaussian.Cumulate(u[i])
}
// Dependent uniform to dependent desired
for i, tid := range self.tasks {
ω[tid] += (upper[tid] - lower[tid]) * self.marginals[i].Invert(u[i])
}
return ω
}
func (self *base) Forward(ω []float64) []float64 {
nu, nz := self.nu, self.nz
lower, upper := self.lower, self.upper
z := make([]float64, nz)
u := make([]float64, nu)
// Dependent desired to dependent uniform
for i, tid := range self.tasks {
ω := (ω[tid] - lower[tid]) / (upper[tid] - lower[tid])
u[i] = self.marginals[i].Cumulate(ω)
}
// Dependent uniform to dependent Gaussian
for i := range u {
u[i] = standardGaussian.Invert(u[i])
}
// Dependent Gaussian to independent Gaussian
n := infinity.Linear(self.copula.D, u, nz, nu)
// Independent Gaussian to independent uniform
for i := range n {
z[i] = standardGaussian.Cumulate(n[i])
}
return z
}