npstat::TCopula Class Reference

#include <Copulas.hh>

Inheritance diagram for npstat::TCopula:

Public Member Functions
	TCopula (const Matrix< double > &covmat, double nDegreesOfFreedom)
double	density (const double *x, unsigned dim) const
void	unitMap (const double *rnd, unsigned bufLen, double *x) const
bool	mappedByQuantiles () const
double	nDegreesOfFreedom () const
virtual TCopula *	clone () const
virtual gs::ClassId	classId () const
virtual bool	write (std::ostream &os) const
Public Member Functions inherited from npstat::AbsDistributionND
	AbsDistributionND (const unsigned dim)
	AbsDistributionND (const AbsDistributionND &r)
AbsDistributionND &	operator= (const AbsDistributionND &r)
bool	operator== (const AbsDistributionND &r) const
bool	operator!= (const AbsDistributionND &r) const
unsigned	dim () const
virtual unsigned	random (AbsRandomGenerator &g, double *x, unsigned lenX) const

Static Public Member Functions
static const char *	classname ()
static unsigned	version ()
static TCopula *	read (const gs::ClassId &id, std::istream &in)
Static Public Member Functions inherited from npstat::AbsDistributionND
static const char *	classname ()
static unsigned	version ()
static AbsDistributionND *	read (const gs::ClassId &id, std::istream &)

Protected Member Functions
virtual bool	isEqual (const AbsDistributionND &ri) const

Additional Inherited Members
Protected Attributes inherited from npstat::AbsDistributionND
const unsigned	dim_

Detailed Description

The Student's-t copula

Member Function Documentation

classId()

virtual gs::ClassId npstat::TCopula::classId ( ) const

inlinevirtual

Prototype needed for I/O

Implements npstat::AbsDistributionND.

clone()

virtual TCopula* npstat::TCopula::clone ( ) const

inlinevirtual

"Virtual copy constructor"

Implements npstat::AbsDistributionND.

density()

double npstat::TCopula::density ( const double *  x, unsigned  dim  ) const

virtual

Probability density

Implements npstat::AbsDistributionND.

mappedByQuantiles()

bool npstat::TCopula::mappedByQuantiles ( ) const

inlinevirtual

The following method should return "true" in case the "unitMap" method is implemented by a sequence of conditional quantile functions. Distributions with such maps permit quantile-based interpolation procedures.

Implements npstat::AbsDistributionND.

unitMap()

void npstat::TCopula::unitMap ( const double *  rnd, unsigned  bufLen, double *  x  ) const

virtual

Mapping from the unit hypercube into the density support region. Note that "bufLen" does not have to be equal to the dimensionality of the function. There may be an efficient way to generate just the leading dimensions in case "bufLen" is smaller than the dimensionality.

Implements npstat::AbsDistributionND.

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The documentation for this class was generated from the following file:

• stat/Copulas.hh