/usr/include/openturns/ArchimedeanCopula.hxx is in libopenturns-dev 0.15-2.
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/**
* @file ArchimedeanCopula.hxx
* @brief Abstract top-level class for non elliptical distributions
*
* (C) Copyright 2005-2011 EDF-EADS-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 2.1 of the License.
*
* 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
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-04-11 12:32:27 +0200 (Mon, 11 Apr 2011) $
* Id: $Id: ArchimedeanCopula.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_ARCHIMEDEANCOPULA_HXX
#define OPENTURNS_ARCHIMEDEANCOPULA_HXX
#include "OTprivate.hxx"
#include "CopulaImplementation.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Model {
/**
* @class ArchimedeanCopula
*
* All traditionnal distribution inherits from this class.
* Classes derived from ArchimedeanCopula are known by themselves,
* without being reconstructed or built in any way.
*/
class ArchimedeanCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** Default constructor */
explicit ArchimedeanCopula(const String & name = OT::DefaultName);
/** Virtual constructor */
virtual ArchimedeanCopula * clone() const;
/** Comparison operator */
Bool operator ==(const ArchimedeanCopula & other) const;
/** String converter */
String __repr__() const;
/** Get the PDF of the archimedean copula */
using CopulaImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the archimedean copula */
using CopulaImplementation::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point,
const Bool tail = false) const;
/** Get the probability content of an interval */
NumericalScalar computeProbability(const Interval & interval) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the archimedean generator of the archimedean copula, i.e.
* the function phi such that the CDF of the copula can
* be written as CDF(t) = phi^{-1}(phi(u)+phi(v))
*/
virtual NumericalScalar computeArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the inverse of the archimedean generator */
virtual NumericalScalar computeInverseArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the derivative of the archimedean generator */
virtual NumericalScalar computeArchimedeanGeneratorDerivative(const NumericalScalar t) const;
/** Compute the second derivative of the archimedean generator */
virtual NumericalScalar computeArchimedeanGeneratorSecondDerivative(const NumericalScalar t) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
CopulaImplementation * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
protected:
private:
}; /* class ArchimedeanCopula */
} /* namespace Model */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_ARCHIMEDEANCOPULA_HXX */
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