import numpy as np
from scipy.special import erfinv
def uniform(sample, lo=-1, hi=1):
return lo + (hi - lo) * sample
def normal(sample, avg=0.0, std=1.0):
return avg + std * np.sqrt(2) * erfinv(2 * sample - 1)
def lognormal(sample, avg=0.0, std=1.0):
return np.exp(normal(sample, avg, std))
def bernoulli(sample, p=0.5):
return (sample > p)