PPMT

Projection-pursuit multivariate transform to independent Gaussians.

fit method descriptor

fit(data, *, columns=None, weights=None)

data is (n, d), or a container whose columns (default all) are the variables; weights (e.g. declustering, or their column) shape the marginal scores.

from_json staticmethod

from_json(text)

Reads to_json output; raises InvalidInput on another class's JSON or a newer format.

inverse_transform method descriptor

inverse_transform(data, *, columns=None)

columns name the score columns when data is a container.

to_json method descriptor

to_json()

JSON of the parameters and, once fitted, the fitted state.

used in

• compositional data
• multivariate transforms
• pipeline
• multivariate simulation
• realization checks
• Iron ore: several grades, one closure, reconciled