Package jdistlib

Class CopulaSelector

java.lang.Object

jdistlib.CopulaSelector

public final class CopulaSelector
extends Object

Fits candidate families and ranks them by AIC or BIC.

Method Summary

Modifier and Type	Method	Description
static CopulaSelectionResult	select(double[][] data)
static CopulaSelectionResult	select(double[][] data, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)
static CopulaSelectionResult	selectMixed(double[][] data, CopulaMarginal[] marginals, long seed, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Selects a family after a reproducible randomized marginal transform.
static CopulaSelectionResult	selectMixed(double[][] data, CopulaMarginal[] marginals, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Selects a family after continuous/discrete marginal transformation.
static CopulaSelectionResult	selectMixed(double[][] data, CopulaMarginal[] marginals, RandomEngine random, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Selects a family after continuous/discrete marginal transformation.
static CopulaSelectionResult	selectUniforms(double[][] uniforms, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

select

public static CopulaSelectionResult select(double[][] data)

select

public static CopulaSelectionResult select(double[][] data,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

selectUniforms

public static CopulaSelectionResult selectUniforms(double[][] uniforms,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

selectMixed

public static CopulaSelectionResult selectMixed(double[][] data,
 CopulaMarginal[] marginals,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Selects a family after continuous/discrete marginal transformation.

selectMixed

public static CopulaSelectionResult selectMixed(double[][] data,
 CopulaMarginal[] marginals,
 long seed,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Selects a family after a reproducible randomized marginal transform.

selectMixed

public static CopulaSelectionResult selectMixed(double[][] data,
 CopulaMarginal[] marginals,
 RandomEngine random,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Selects a family after continuous/discrete marginal transformation.