Package jdistlib

Class VineProbabilityResult

java.lang.Object
jdistlib.VineProbabilityResult

public final class VineProbabilityResult extends Object
Monte Carlo lower-orthant probability returned by a vine copula.
  • Field Details

    • probability

      public final double probability
    • standardError

      public final double standardError
    • samples

      public final int samples
  • Method Details

    • getProbability

      public double getProbability()
    • getStandardError

      public double getStandardError()
    • getSamples

      public int getSamples()