def transform_correlated(quantiles):
parameters = np.empty_like(quantiles)
# first parameter is independent
parameters[0] = gauss1.ppf(quantiles[0])
# second parameter depends on first parameter, here with a shift
parameters[1] = parameters[0] + gauss2.ppf(quantiles[0])
return parameters
should be
def transform_correlated(quantiles):
parameters = np.empty_like(quantiles)
# first parameter is independent
parameters[0] = gauss1.ppf(quantiles[0])
# second parameter depends on first parameter, here with a shift
parameters[1] = parameters[0] + gauss2.ppf(quantiles[1])
return parameters
https://johannesbuchner.github.io/UltraNest/priors.html#Dependent-priors
1) last line before return is wrong:
should be
This is also not explained in a lot of detail.
2) There are some unnecessary print outs.
3) More math formulas could help.