/usr/include/openturns/ArchimedeanCopula.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
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/**
* @brief Abstract top-level class for non elliptical distributions
*
* Copyright 2005-2017 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_ARCHIMEDEANCOPULA_HXX
#define OPENTURNS_ARCHIMEDEANCOPULA_HXX
#include "openturns/OTprivate.hxx"
#include "openturns/CopulaImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ArchimedeanCopula
*
* All traditionnal distribution inherits from this class.
* Classes derived from ArchimedeanCopula are known by themselves,
* without being reconstructed or built in any way.
*/
class OT_API ArchimedeanCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** Default constructor */
ArchimedeanCopula();
/** Virtual constructor */
virtual ArchimedeanCopula * clone() const;
/** Comparison operator */
Bool operator ==(const ArchimedeanCopula & other) const;
/** String converter */
String __repr__() const;
/** Get the PDF of the archimedean copula */
using CopulaImplementation::computePDF;
Scalar computePDF(const Point & point) const;
/** Get the CDF of the archimedean copula */
using CopulaImplementation::computeCDF;
Scalar computeCDF(const Point & point) const;
using CopulaImplementation::computeComplementaryCDF;
Scalar computeComplementaryCDF(const Point & point) const;
/** Get the probability content of an interval */
Scalar computeProbability(const Interval & interval) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
Scalar computeConditionalPDF(const Scalar x,
const Point & 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))
*/
virtual Scalar computeArchimedeanGenerator(const Scalar t) const;
/** Compute the inverse of the archimedean generator */
virtual Scalar computeInverseArchimedeanGenerator(const Scalar t) const;
/** Compute the derivative of the archimedean generator */
virtual Scalar computeArchimedeanGeneratorDerivative(const Scalar t) const;
/** Compute the second derivative of the archimedean generator */
virtual Scalar computeArchimedeanGeneratorSecondDerivative(const Scalar t) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
Implementation getMarginal(const Indices & indices) const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
protected:
private:
}; /* class ArchimedeanCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_ARCHIMEDEANCOPULA_HXX */
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