/usr/include/openturns/ComposedCopula.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 | // -*- C++ -*-
/**
* @brief The class that implements assembly distributions
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_COMPOSEDCOPULA_HXX
#define OPENTURNS_COMPOSEDCOPULA_HXX
#include "openturns/CopulaImplementation.hxx"
#include "openturns/PersistentCollection.hxx"
#include "openturns/Copula.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ComposedCopula
*
* The class describes the probabilistic concept of copulas
* made from a collection of copulas joined by an independent copula
*/
class OT_API ComposedCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** A type for distribution collection */
typedef Collection<Copula> CopulaCollection;
typedef PersistentCollection<Copula> CopulaPersistentCollection;
/** Default constructor for save/load methods : 1D distribution with default Uniform marginal and IndependentCopula */
ComposedCopula();
/** Default constructor */
explicit ComposedCopula(const CopulaCollection & coll);
/** Comparison operator */
Bool operator ==(const ComposedCopula & other) const;
protected:
Bool equals(const DistributionImplementation & other) const;
public:
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Copula collection accessor */
void setCopulaCollection(const CopulaCollection & coll);
const CopulaCollection & getCopulaCollection() const;
/* Here is the interface that all derived class must implement */
/** Virtual constructor */
virtual ComposedCopula * clone() const;
/** Get one realization of the ComposedCopula */
Point getRealization() const;
/** Get the DDF of the ComposedCopula */
using CopulaImplementation::computeDDF;
Point computeDDF(const Point & point) const;
/** Get the PDF of the ComposedCopula */
using CopulaImplementation::computePDF;
Scalar computePDF(const Point & point) const;
/** Get the CDF of the ComposedCopula */
using CopulaImplementation::computeCDF;
Scalar computeCDF(const Point & point) const;
/** Get the probability content of an interval */
Scalar computeProbability(const Interval & interval) const;
/** Compute the survival function */
using CopulaImplementation::computeSurvivalFunction;
Scalar computeSurvivalFunction(const Point & point) const;
/** Get the Kendall concordance of the distribution */
CorrelationMatrix getKendallTau() const;
/** Get the shape matrix of the distribution, ie the correlation matrix
of its copula if it is elliptical */
CorrelationMatrix getShapeMatrix() const;
/** Get the PDF gradient of the distribution */
Point computePDFGradient(const Point & point) const;
/** Get the CDF gradient of the distribution */
Point computeCDFGradient(const Point & point) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
Implementation getMarginal(const Indices & indices) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using CopulaImplementation::computeConditionalPDF;
virtual Scalar computeConditionalPDF(const Scalar x, const Point & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using CopulaImplementation::computeConditionalCDF;
virtual Scalar computeConditionalCDF(const Scalar x, const Point & y) const;
/** Compute the quantile of Xi | X1, ..., Xi-1, i.e. x such that CDF(x|y) = q with x = Xi, y = (X1,...,Xi-1) */
using CopulaImplementation::computeConditionalQuantile;
virtual Scalar computeConditionalQuantile(const Scalar q, const Point & y) const;
/** Parameters value and description accessor */
PointWithDescriptionCollection getParametersCollection() const;
using CopulaImplementation::setParametersCollection;
void setParametersCollection(const PointCollection & setParametersCollection);
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/** Get the isoprobabilistic transformation */
IsoProbabilisticTransformation getIsoProbabilisticTransformation() const;
/** Get the inverse isoprobabilistic transformation */
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
private:
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The collection of copules of the ComposedCopula */
CopulaPersistentCollection copulaCollection_;
/** Flag to tell if the copula is independent */
Bool isIndependent_;
}; /* class ComposedCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_COMPOSEDCOPULA_HXX */
|