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KR Transport maps that approximates an ideal transport map between a given source and a given target distribution.

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SurrogateKR.jl

For sample spaces on a compact interval.

Install

Steps to install this package in Julia:

  1. start Julia REPL, then press the ] key on your keyboard to enter package command mode.
  2. Run the command add "https://github.com/RoyCCWang/SurrogateKR"
  3. Run the command import SurrogateKR to compile the package into cache storage.

If this repository is modified in the future, one needs to enter package mode in Julia REPL, and run the command update SurrogateKR.

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KR Transport maps that approximates an ideal transport map between a given source and a given target distribution.

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