sample_posterior

QRNN.sample_posterior(x, n=1)[source]

Generates n samples from the estimated posterior distribution for the input vector x. The sampling is performed by the inverse CDF method using the estimated CDF obtained from the cdf member function.

Parameters

  • x (np.array) – Array of shape (n, m) containing n inputs for which to predict the conditional quantiles.

  • n (int) – The number of samples to generate.

Returns

Tuple (xs, fs) containing the \(x\)-values in xs and corresponding values of the posterior CDF :math: F(x) in fs.