mveqf Documentation

Multivariate empirical continuous quantile function (grid-based). There are two approaches to quantile function evaluation depending on the type of sample storage. In the first case, the sample is presented in the explicit (real-valued) form and stored in the matrix. In the second case, the sample is presented in the implicit form and the trie-based structure. Here presented header-only library that allows you to perform quantile transforms based on given sample points. For more info and examples see: poluyan.github.io/mveqf

Requirements

To compile from source, you need C++ 17 compiler and CMake for building examples.

Installing

To use this library and perform quantile tranforms only header files from mveqf are needed.

Examples

Some examples of using mveqf to perform quantile transform presented in demos directory. Follow these steps to build and run the examples. After these steps all the binaries should be generated and presented in the bin directory.

Linux (gcc/clang)

$ git clone https://github.com/poluyan/mveqf
$ cd mveqf
$ cmake .
$ make

Windows (Visual Studio 2019+ with MSVC)

Clone the entire repository and build it locally.

License

The mveqf library is distributed under Apache License 2.0 and it is open-source software. Feel free to make a copy and modify the source code, but keep the copyright notice and license intact.