Thanks to UQTeam, it’s possible to infer marginals and copula from given a multivariate problem.
I have 17 independent random variables (RV) and want to infer both marginals and copula from them.
Unfortunately, I faced the following warning/error from UQLab:
Requested input range is too large, please select a smaller range.
I was wondering if there is any solution to my problem?
In my given multivariate problem, the RVs denote to different aspects of my problem and are classified into unites of meter, MPa and so on.
I read the block independence example along with all other related examples. Maybe I must split and categorize my RVs into different inter-independent blocks?
Is there any guideline to infer marginal and copula from high dimensional problems in UQLab?
I really appreciate your constructive comments and any suggestions.