/usr/include/openturns/swig/ComposedCopula_doc.i is in libopenturns-dev 1.9-5.
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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 | %feature("docstring") OT::ComposedCopula
"Merge of a collection of independent copulas.
Parameters
----------
copulas : list of copulas.
The collection of copulas to be merged.
Notes
-----
Let's :math:`(C_1\\\\, \\\\dots, C_K)` a collection of :math:`K` copulas respectively defined on :math:`[0,1]^{n_i}` whith :math:`n_1 + \\\\dots + n_K = d`.
The merged copula :math:`C` is defined on :math:`[0,1]^d` by:
.. math::
C(u_1, \\\\dots, u_d) = C_1(u_1, \\\\dots, u_{n_1}) C_2(u_{n_1+1}, \\\\dots, u_{n_2}) \\\\dots C_K(u_{n_1+\\\\dots + n_{K-1}+1}, \\\\dots, u_d)
It means that the subvectors :math:`(u_{n_{i-1}+1}, \\\\dots, u_{n_i})_i` are independent.
Examples
--------
Create a distribution:
>>> import openturns as ot
>>> R = ot.CorrelationMatrix(3)
>>> R[0, 1] = 0.5
>>> R[0, 2] = 0.25
>>> collection = [ot.FrankCopula(3.0), ot.NormalCopula(R), ot.ClaytonCopula(2.0)]
>>> copula = ot.ComposedCopula(collection)
Draw a sample:
>>> sample = copula.getSample(5)"
// ---------------------------------------------------------------------
%feature("docstring") OT::ComposedCopula::getCopulaCollection
"Accessor to the list of the copulas.
Returns
-------
copulas : list of copulas
The collection of the copulas to be merged."
// ---------------------------------------------------------------------
%feature("docstring") OT::ComposedCopula::setCopulaCollection
"Accessor to the list of the copulas.
Parameters
----------
copulas : list of copulas
The collection of copulas to be merged."
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