/usr/include/openturns/ClaytonCopula.hxx is in libopenturns-dev 1.2-2.
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/**
* @file ClaytonCopula.hxx
* @brief The ClaytonCopula distribution
*
* Copyright (C) 2005-2013 EDF-EADS-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/>.
*
* @author schueller
* @date 2012-02-17 19:35:43 +0100 (Fri, 17 Feb 2012)
*/
#ifndef OPENTURNS_CLAYTONCOPULA_HXX
#define OPENTURNS_CLAYTONCOPULA_HXX
#include "ArchimedeanCopula.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ClaytonCopula
*
* The ClaytonCopula distribution.
*/
class ClaytonCopula
: public ArchimedeanCopula
{
CLASSNAME;
public:
/** Default constructor */
ClaytonCopula();
/** Parameters constructor */
ClaytonCopula(const NumericalScalar theta);
/** Comparison operator */
Bool operator ==(const ClaytonCopula & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual ClaytonCopula * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using ArchimedeanCopula::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using ArchimedeanCopula::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ArchimedeanCopula::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) 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 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;
/** 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))
*/
NumericalScalar computeArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the inverse of the archimedean generator */
NumericalScalar computeInverseArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorDerivative(const NumericalScalar t) const;
/** Compute the second derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorSecondDerivative(const NumericalScalar t) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ArchimedeanCopula::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/* Interface specific to ClaytonCopula */
/** Theta accessor */
void setTheta(const NumericalScalar theta);
NumericalScalar getTheta() 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:
/** The parameter of the ClaytonCopula distribution */
NumericalScalar theta_;
}; /* class ClaytonCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_CLAYTONCOPULA_HXX */
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