Transform U(0, 1) random variates from copulas

[iamgiddyaboutgit]

• Our copulas will give us U(0, 1) marginal random variates. These can be plugged into the inverse empirical cumulative distribution function for random variates from our desired marginal distribution.

[iamgiddyaboutgit]

• Use method="inverted_cdf" in the numpy.quantile function for discrete random variables.
• Use trimmed_hd_quantile_estimator module for continuous random variables.

[iamgiddyaboutgit]

• Actually, the trimmed_hd_quantile_estimator module is not working well. Just use method="inverted_cdf" in the numpy.quantile function for transforming U(0, 1) random variates from copulas.