def pdf(self, u: np.ndarray, log=False):
sigma = self.sigma
q = norm.ppf(u)
d = mvn.logpdf(q, cov=sigma) - norm.logpdf(q).sum(1)
return d if log else np.exp(d)
def pdf(self, x: np.ndarray, log=False):
sigma = self.sigma
q = norm.ppf(x)
d = mvn.logpdf(q, cov=sigma) - norm.logpdf(q).sum(1)
return d if log else np.exp(d)
def cdf(self, x: np.ndarray, log=False):
q = norm.ppf(x)
sigma = self.sigma
return mvn.logcdf(q, cov=sigma) if log else mvn.cdf(q, cov=sigma)
def cdf(self, x: np.ndarray, log=False):
q = norm.ppf(x)
sigma = self.sigma
return mvn.logcdf(q, cov=sigma) if log else mvn.cdf(q, cov=sigma)