DIRTOptions

DIRTOptions(
    self,
    ratio_type: str = 'aratio',
    num_error_samples: int = 1000,
    defensive: float = 1e-08,
    cdf_tol: float = 1e-10,
    verbose: float = 1,
)

Options for configuring the construction of a DIRT object.

Parameters

ratio_type : str = 'aratio'

Whether to approximate the approximate ratio function ('aratio') or the exact ratio function ('eratio') when constructing each layer of the DIRT.

num_error_samples : int = 1000

The number of samples used to estimate the Hellinger divergence between each bridging density and its DIRT approximation (and to choose the parameters of each bridging density, if these are being chosen adaptively).

defensive : float = 1e-08

The defensive term (often referred to as \(\gamma\) or \(\tau\)) used to make the tails of the DIRT approximation to the target density heavier.

cdf_tol : float = 1e-10

The numerical tolerance used when evaluating the inverse CDFs required to evaluate the (deep) inverse Rosenblatt transport.

verbose : float = 1

If verbose=0, no information about the construction of the DIRT will be printed. If verbose=1, diagnostic information will be displayed after the construction of each DIRT layer.