/usr/include/openturns/ComposedCopula.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file ComposedCopula.hxx
* @brief The class that implements assembly distributions
*
* 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_COMPOSEDCOPULA_HXX
#define OPENTURNS_COMPOSEDCOPULA_HXX
#include "CopulaImplementation.hxx"
#include "PersistentCollection.hxx"
#include "Copula.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ComposedCopula
*
* The class describes the probabilistic concept of copulas
* made from a collection of copulas joined by an independent copula
*/
class ComposedCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** A type for distribution collection */
typedef Collection<Copula> CopulaCollection;
typedef PersistentCollection<Copula> CopulaPersistentCollection;
/** Default constructor for save/load methods : 1D distribution with default Uniform marginal and IndependentCopula */
ComposedCopula();
/** Default constructor */
explicit ComposedCopula(const CopulaCollection & coll);
/** Comparison operator */
Bool operator ==(const ComposedCopula & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Distribution collection accessor */
void setCopulaCollection(const CopulaCollection & coll);
const CopulaCollection & getCopulaCollection() const;
/* Here is the interface that all derived class must implement */
/** Virtual constructor */
ComposedCopula * clone() const;
/** Get one realization of the ComposedCopula */
NumericalPoint getRealization() const;
/** Get the DDF of the ComposedCopula */
using CopulaImplementation::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the ComposedCopula */
using CopulaImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the ComposedCopula */
using CopulaImplementation::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the probability content of an interval */
NumericalScalar computeProbability(const Interval & interval) const;
/** Get the PDF gradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDF gradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
Implementation getMarginal(const Indices & indices) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
virtual NumericalScalar computeConditionalPDF(const NumericalScalar x, const NumericalPoint & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
virtual 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) */
virtual NumericalScalar computeConditionalQuantile(const NumericalScalar q, const NumericalPoint & y) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using CopulaImplementation::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & setParametersCollection);
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() 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);
private:
/** The collection of distribution of the ComposedCopula */
CopulaPersistentCollection copulaCollection_;
}; /* class ComposedCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_COMPOSEDCOPULA_HXX */
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