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NPStat  5.10.0
empiricalCopula.hh File Reference

Functions for building copulas out of sets of points. More...

#include <vector>
#include "npstat/stat/empiricalCopula.icc"

Go to the source code of this file.

Namespaces

 npstat
 

Functions

template<class Point , class Array >
void npstat::calculateEmpiricalCopula (const std::vector< Point > &data, const unsigned *dimsToUse, unsigned nDimsToUse, Array *result)
 
template<class Point , class Array >
void npstat::empiricalCopulaDensity (const std::vector< Point > &data, const unsigned *dimsToUse, unsigned nDimsToUse, Array *result)
 

Detailed Description

Functions for building copulas out of sets of points.

k-d trees are used internally for algorithm implementation. See also "empiricalCopulaHisto.hh" header.

Author: I. Volobouev

March 2010