Class CopulaBaselineModel

java.lang.Object
com.knezevic.edaf.v3.models.continuous.CopulaBaselineModel
All Implemented Interfaces:
Model<RealVector>

public final class CopulaBaselineModel extends Object implements Model<RealVector>
Gaussian copula baseline with empirical marginals.

Workflow:

  1. estimate empirical CDF/ranks per dimension from elites
  2. map ranks to latent Gaussian scores via inverse normal CDF
  3. estimate latent correlation matrix and sample correlated Gaussian vectors
  4. map latent samples back to original scale via empirical quantiles

This captures dependence structure separately from marginal shape and is a robust baseline when marginals are non-Gaussian.