Package jdistlib

Class GumbelCopula

java.lang.Object
jdistlib.GumbelCopula
All Implemented Interfaces:
Copula
public final class GumbelCopula extends Object implements Copula
Exchangeable Gumbel copula.

  • Constructor Details

    • GumbelCopula

      public GumbelCopula(int dimension, double theta)

  • Method Details

    • fromKendallsTau

      public static GumbelCopula fromKendallsTau(int dimension, double tau)

    • parameterFromKendallsTau

      public static double parameterFromKendallsTau(double tau)

    • dimension

      public int dimension()
      Description copied from interface: Copula
      Number of coordinates.
      Specified by:
      dimension in interface Copula

    • getTheta

      public double getTheta()

    • cumulative

      public double cumulative(double[] u)
      Description copied from interface: Copula
      Copula distribution function at u.
      Specified by:
      cumulative in interface Copula

    • logDensity

      public double logDensity(double[] u)
      Description copied from interface: Copula
      Natural logarithm of the copula density at an interior point.
      Specified by:
      logDensity in interface Copula

    • random

      public double[] random(RandomEngine random)
      Description copied from interface: Copula
      Generates one vector of dependent uniform variates.
      Specified by:
      random in interface Copula

    • kendallsTau

      public double kendallsTau(int first, int second)
      Description copied from interface: Copula
      Kendall's tau for a coordinate pair.
      Specified by:
      kendallsTau in interface Copula