Package jdistlib

Class PairCopula

java.lang.Object
jdistlib.PairCopula
public final class PairCopula extends Object
Bivariate copula adapter exposing conditional CDFs and their inverses. Built-in families use analytic conditional CDFs; custom copulas retain the finite-difference fallback selected by derivativeStep.

  • Constructor Details

    • PairCopula

      public PairCopula(Copula copula)

    • PairCopula

      public PairCopula(Copula copula, double derivativeStep)

  • Method Details

    • getCopula

      public Copula getCopula()

    • getDerivativeStep

      public double getDerivativeStep()

    • logDensity

      public double logDensity(double first, double second)

    • conditionalSecondGivenFirst

      public double conditionalSecondGivenFirst(double first, double second)
      Returns P[U2 <= second | U1 = first].

    • conditionalFirstGivenSecond

      public double conditionalFirstGivenSecond(double first, double second)
      Returns P[U1 <= first | U2 = second].

    • inverseSecondGivenFirst

      public double inverseSecondGivenFirst(double first, double probability)
      Inverts conditionalSecondGivenFirst(double, double) in its second argument.

    • inverseFirstGivenSecond

      public double inverseFirstGivenSecond(double second, double probability)
      Inverts conditionalFirstGivenSecond(double, double) in its first argument.