/usr/include/openturns/SklarCopula.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
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/**
* @brief The SklarCopula distribution
*
* 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_SKLARCOPULA_HXX
#define OPENTURNS_SKLARCOPULA_HXX
#include "openturns/CopulaImplementation.hxx"
#include "openturns/Distribution.hxx"
#include "openturns/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;
protected:
Bool equals(const DistributionImplementation & other) const;
public:
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual SklarCopula * clone() const;
/** Get one realization of the distribution */
Point getRealization() const;
/** Get the DDF of the distribution */
using CopulaImplementation::computeDDF;
Point computeDDF(const Point & point) const;
/** Get the PDF of the distribution */
using CopulaImplementation::computePDF;
Scalar computePDF(const Point & point) const;
/** Get the CDF of the distribution */
using CopulaImplementation::computeCDF;
Scalar computeCDF(const Point & point) const;
/** Get the probability content of an interval */
Scalar computeProbability(const Interval & interval) const;
/** Compute the survival function */
using CopulaImplementation::computeSurvivalFunction;
Scalar computeSurvivalFunction(const Point & point) const;
/** Get the PDFGradient of the distribution */
Point computePDFGradient(const Point & point) const;
/** Get the CDFGradient of the distribution */
Point computeCDFGradient(const Point & point) const;
/** Get the quantile of the distribution */
Point computeQuantile(const Scalar prob,
const Bool tail = false) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using CopulaImplementation::computeConditionalPDF;
Scalar computeConditionalPDF(const Scalar x,
const Point & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using CopulaImplementation::computeConditionalCDF;
Scalar computeConditionalCDF(const Scalar x,
const Point & 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) */
using CopulaImplementation::computeConditionalQuantile;
Scalar computeConditionalQuantile(const Scalar q,
const Point & 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 */
PointWithDescriptionCollection getParametersCollection() const;
/** Parameters value accessors */
void setParameter(const Point & parameters);
Point 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 */
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