/usr/include/openturns/SklarCopula.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 | // -*- C++ -*-
/**
* @brief The SklarCopula 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_SKLARCOPULA_HXX
#define OPENTURNS_SKLARCOPULA_HXX
#include "CopulaImplementation.hxx"
#include "Distribution.hxx"
#include "PersistentCollection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SklarCopula
*
* The SklarCopula distribution.
*/
class OT_API SklarCopula
: public CopulaImplementation
{
CLASSNAME;
public:
typedef PersistentCollection<Distribution> DistributionPersistentCollection;
/** Default constructor */
SklarCopula();
/** Parameters constructor */
explicit SklarCopula(const Distribution & distribution);
/** Comparison operator */
Bool operator ==(const SklarCopula & other) const;
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual SklarCopula * 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 probability content of an interval */
NumericalScalar computeProbability(const Interval & interval) 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 PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x,
const NumericalPoint & y) 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;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
Implementation getMarginal(const Indices & indices) const;
/** Get the isoprobabilist transformation */
IsoProbabilisticTransformation getIsoProbabilisticTransformation() const;
/** Get the inverse isoprobabilist transformation */
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation() const;
/** Get the standard distribution */
Implementation getStandardDistribution() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameters);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Get the Kendall concordance of the distribution */
virtual CorrelationMatrix getKendallTau() const;
/* Interface specific to SklarCopula */
/** Distribution accessor */
void setDistribution(const Distribution & distribution);
Distribution getDistribution() 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:
/** Compute the covariance of the copula */
void computeCovariance() const;
/** The distribution from which the copula is extracted */
Distribution distribution_;
/** The marginal distributions of the underlying distribution */
DistributionPersistentCollection marginalCollection_;
private:
}; /* class SklarCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SKLARCOPULA_HXX */
|