/usr/include/openturns/FarlieGumbelMorgensternCopula.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 | // -*- C++ -*-
/**
* @brief The FarlieGumbelMorgensternCopula 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_FARLIEGUMBELMORGENSTERNCOPULA_HXX
#define OPENTURNS_FARLIEGUMBELMORGENSTERNCOPULA_HXX
#include "CopulaImplementation.hxx"
#include "Exception.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class FarlieGumbelMorgensternCopula
*
* The FarlieGumbelMorgensternCopula distribution.
*/
class OT_API FarlieGumbelMorgensternCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** Default constructor */
FarlieGumbelMorgensternCopula();
/** Parameters constructor */
explicit FarlieGumbelMorgensternCopula(const NumericalScalar theta);
/** Comparison operator */
Bool operator ==(const FarlieGumbelMorgensternCopula & other) const;
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual FarlieGumbelMorgensternCopula * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using CopulaImplementation::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using CopulaImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using CopulaImplementation::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;
/** 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;
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameter);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/* Interface specific to FarlieGumbelMorgensternCopula */
/** Theta accessor */
void setTheta(const NumericalScalar theta);
NumericalScalar getTheta() const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
Implementation getMarginal(const Indices & indices) const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
private:
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The parameter of the FarlieGumbelMorgensternCopula distribution */
NumericalScalar theta_;
}; /* class FarlieGumbelMorgensternCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_FARLIEGUMBELMORGENSTERNCOPULA_HXX */
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