/usr/include/openturns/AliMikhailHaqCopula.hxx is in libopenturns-dev 1.7-3.
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/**
* @brief The AliMikhailHaqCopula distribution
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_ALIMIKHAILHAQCOPULA_HXX
#define OPENTURNS_ALIMIKHAILHAQCOPULA_HXX
#include "ArchimedeanCopula.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class AliMikhailHaqCopula
*
* The AliMikhailHaqCopula distribution.
*/
class OT_API AliMikhailHaqCopula
: public ArchimedeanCopula
{
CLASSNAME;
public:
/** Default constructor */
AliMikhailHaqCopula();
/** Parameters constructor */
explicit AliMikhailHaqCopula(const NumericalScalar theta);
/** Comparison operator */
Bool operator ==(const AliMikhailHaqCopula & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual AliMikhailHaqCopula * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using ArchimedeanCopula::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using ArchimedeanCopula::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ArchimedeanCopula::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the Kendall concordance of the distribution */
CorrelationMatrix getKendallTau() const;
/** Get the PDFGradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the quantile of the distribution */
NumericalPoint computeQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x, const NumericalPoint & y) const;
/** Compute the quantile of Xi | X1, ..., Xi-1, i.e. x such that CDF(x|y) = q with x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalQuantile(const NumericalScalar q, const NumericalPoint & y) const;
/** Compute the archimedean generator of the archimedean copula, i.e.
* the function phi such that the CDF of the copula can
* be written as CDF(t) = phi^{-1}(phi(u)+phi(v))
*/
NumericalScalar computeArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the inverse of the archimedean generator */
NumericalScalar computeInverseArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorDerivative(const NumericalScalar t) const;
/** Compute the second derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorSecondDerivative(const NumericalScalar t) const;
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameter);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/* Interface specific to AliMikhailHaqCopula */
/** Theta accessor */
void setTheta(const NumericalScalar theta);
NumericalScalar getTheta() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
private:
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The parameter of the AliMikhailHaqCopula distribution */
NumericalScalar theta_;
}; /* class AliMikhailHaqCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_ALIMIKHAILHAQCOPULA_HXX */
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