Package jdistlib

Interface VineCopula

All Superinterfaces:

Copula

All Known Implementing Classes:

CVineCopula, DVineCopula

public interface VineCopula
extends Copula

Common contract for pair-copula vine constructions.

Method Summary

Modifier and Type	Method	Description
VineProbabilityResult	cumulativeResult(double[] u, int samples, RandomEngine random)	Estimates the lower-orthant CDF and reports Monte Carlo uncertainty.

Methods inherited from interface jdistlib.Copula

cumulative, density, diagnose, dimension, kendallsTau, kendallsTau, logDensity, random, random, random, random

Method Details

cumulativeResult

VineProbabilityResult cumulativeResult(double[] u,
 int samples,
 RandomEngine random)

Estimates the lower-orthant CDF and reports Monte Carlo uncertainty.