Package jdistlib

Class MixedCopulaDistribution

java.lang.Object

jdistlib.MixedCopulaDistribution

public final class MixedCopulaDistribution
extends Object

Joint distribution with continuous, discrete, or mixed scalar marginals.

Constructor Summary

Constructors

Constructor	Description
MixedCopulaDistribution(Copula copula, CopulaMarginal... marginals)
MixedCopulaDistribution(Copula copula, CopulaMeasureOptions options, CopulaMarginal... marginals)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double[] x)
int	dimension()
Copula	getCopula()
CopulaMarginal	getMarginal(int coordinate)
CopulaMarginal[]	getMarginals()
CopulaMeasureOptions	getOptions()
double	logLikelihood(double[][] observations)
CopulaLogLikelihoodResult	logLikelihoodResult(double[][] observations)	Aggregates likelihood contributions while retaining row-level diagnostics.
CopulaMeasureResult	measure(double[] x)	Evaluates density, probability mass, or mixed product-measure density.
double[][]	random(int count, long seed)
double[][]	random(int count, RandomEngine random)
double[]	random(long seed)
double[]	random(RandomEngine random)

Methods inherited from class java.lang.Object

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

Constructor Details

MixedCopulaDistribution

public MixedCopulaDistribution(Copula copula,
 CopulaMarginal... marginals)

MixedCopulaDistribution

public MixedCopulaDistribution(Copula copula,
 CopulaMeasureOptions options,
 CopulaMarginal... marginals)

Method Details

dimension

public int dimension()

getCopula

public Copula getCopula()

getOptions

public CopulaMeasureOptions getOptions()

getMarginals

public CopulaMarginal[] getMarginals()

getMarginal

public CopulaMarginal getMarginal(int coordinate)

cumulative

public double cumulative(double[] x)

measure

public CopulaMeasureResult measure(double[] x)

Evaluates density, probability mass, or mixed product-measure density.

logLikelihood

public double logLikelihood(double[][] observations)

logLikelihoodResult

public CopulaLogLikelihoodResult logLikelihoodResult(double[][] observations)

Aggregates likelihood contributions while retaining row-level diagnostics.

random

public double[] random(RandomEngine random)

random

public double[] random(long seed)

random

public double[][] random(int count,
 RandomEngine random)

random

public double[][] random(int count,
 long seed)