Package jdistlib

Class IndependenceCopula

java.lang.Object
jdistlib.IndependenceCopula
All Implemented Interfaces:
Copula
public final class IndependenceCopula extends Object implements Copula
Product copula representing mutual independence.

  • Constructor Details

    • IndependenceCopula

      public IndependenceCopula(int dimension)

  • Method Details

    • dimension

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

    • 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

    • diagnose

      public CopulaDiagnostics diagnose(double[] u)
      Description copied from interface: Copula
      Classifies the point for safe CDF and density interpretation.
      Specified by:
      diagnose in interface Copula