tf_quant_finance.math.qmc.utils.tent_transform

Last updated: 2023-03-16.

tf_quant_finance.math.qmc.utils.tent_transform#

View source

Returns the tent transform of a given Tensor.

tf_quant_finance.math.qmc.utils.tent_transform(
    value
)

Examples#

import tensorflow as tf
import tf_quant_finance as tff

# Example: Commputing the tent transform of a given vector.

tff.math.qmc.utils.tent_transform(tf.constant([0, .2, .4, .6, .8, 1]))
# ==> tf.Tensor([0, .4, .8, .8, .4, 0.], shape=(4,), dtype=float32)

Args:#

  • value: Scalar Tensor of real values in the [0, 1) range.

Returns:#

Tensor with the same shape as value equal to 2 ** value if value is less than 0.5 or 2 * (1 - value) otherwise.

Contents