Package jdistlib

Class CopulaDistribution

java.lang.Object
jdistlib.CopulaDistribution
public final class CopulaDistribution extends Object
Joint distribution composed from a copula and continuous univariate marginals.

The caller is responsible for supplying continuous marginals. Discrete or mixed marginals require finite-difference mass calculations and are not part of this API.

  • Constructor Details

  • Method Details

    • dimension

      public int dimension()

    • getCopula

      public Copula getCopula()

    • getMarginal

      public GenericDistribution getMarginal(int coordinate)

    • cumulative

      public double cumulative(double[] x)
      Joint lower-orthant CDF.

    • logDensity

      public double logDensity(double[] x)
      Natural logarithm of the joint density.

    • density

      public double density(double[] x)
      Joint density.

    • diagnose

      public CopulaDiagnostics diagnose(double[] x)
      Diagnoses the point after transformation through the marginal CDFs.

    • random

      public double[] random(RandomEngine random)
      Generates one joint observation.

    • random

      public double[] random(long seed)
      Generates one observation using a new deterministic stream.

    • random

      public double[][] random(int count, RandomEngine random)
      Generates observations from one stream.

    • random

      public double[][] random(int count, long seed)
      Generates observations using a new deterministic stream.