/usr/include/openturns/swig/ComposedCopula_doc.i is in libopenturns-dev 1.7-3.
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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 | %feature("docstring") OT::ComposedCopula
"Composed copula.
Available constructor:
ComposedCopula(*copulas*)
Parameters
----------
copulas : list of copulas
The collection of copulas from which the ComposedCopula is built.
Notes
-----
A ComposedCopula is defined as the product of other copulas. For example, if
:math:`C_1` and :math:`C_2` are two copulas respectively of :math:`\\\\Rset^{n_1}`
and :math:`\\\\Rset^{n_2}`, we can create the copula of a random vector of
:math:`\\\\Rset^{n_1 + n_2}`, noted :math:`C` as follows :
.. math::
C(u_1, \\\\cdots, u_n) = C_1 (u_1, \\\\cdots, u_{n_1})
C_2 (u_{n_1 + 1}, \\\\cdots, u_{n_1 + n_2})
for :math:`u_i \\\\in [0, 1]`.
It means that both subvectors :math:`(u_1, \\\\cdots, u_{n_1})` and
:math:`(u_{n_1 + 1}, \\\\cdots, u_{n_1 + n_2})` of :math:`\\\\Rset^{n_1}` and
:math:`\\\\Rset^{n_2}` are independent.
Examples
--------
Create a distribution:
>>> import openturns as ot
>>> R = ot.CorrelationMatrix(3)
>>> R[0, 1] = 0.5
>>> R[0, 2] = 0.25
>>> collection = [ot.FrankCopula(3.0), ot.NormalCopula(R), ot.ClaytonCopula(2.0)]
>>> copula = ot.ComposedCopula(collection)
Draw a sample:
>>> sample = copula.getSample(10)"
// ---------------------------------------------------------------------
%feature("docstring") OT::ComposedCopula::getCopulaCollection
"Get the list of the copulas.
Returns
-------
copulas : list of copulas
The collection of copulas from which the ComposedCopula is built."
// ---------------------------------------------------------------------
%feature("docstring") OT::ComposedCopula::setCopulaCollection
"Set the list of the copulas.
Parameters
----------
copulas : list of copulas
The collection of copulas from which the ComposedCopula is built."
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