/usr/include/openturns/FrankCopula.hxx is in libopenturns-dev 0.15-2.
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/**
* @file FrankCopula.hxx
* @brief The FrankCopula distribution
*
* (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: souchaud $
* @date: $LastChangedDate: 2011-07-01 10:34:36 +0200 (Fri, 01 Jul 2011) $
* Id: $Id: FrankCopula.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_FRANKCOPULA_HXX
#define OPENTURNS_FRANKCOPULA_HXX
#include "ArchimedeanCopula.hxx"
#include "Exception.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class FrankCopula
*
* The FrankCopula distribution.
*/
class FrankCopula
: public Model::ArchimedeanCopula
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::ArchimedeanCopula ArchimedeanCopula; // required by SWIG
typedef ArchimedeanCopula::NumericalPoint NumericalPoint;
typedef ArchimedeanCopula::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef ArchimedeanCopula::NotDefinedException NotDefinedException;
typedef ArchimedeanCopula::StorageManager StorageManager;
/** Default constructor */
FrankCopula();
/** Parameters constructor */
FrankCopula(const NumericalScalar theta)
/* throw(InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const FrankCopula & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual FrankCopula * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using ArchimedeanCopula::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using ArchimedeanCopula::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ArchimedeanCopula::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point, const Bool tail = false) const;
/** Get the PDFGradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the quantile of the distribution */
NumericalPoint computeQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x, const NumericalPoint & 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) */
NumericalScalar computeConditionalQuantile(const NumericalScalar q, 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))
*/
NumericalScalar computeArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the inverse of the archimedean generator */
NumericalScalar computeInverseArchimedeanGenerator(const NumericalScalar t) const;
/** Compute the derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorDerivative(const NumericalScalar t) const;
/** Compute the second derivative of the archimedean generator */
NumericalScalar computeArchimedeanGeneratorSecondDerivative(const NumericalScalar t) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ArchimedeanCopula::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/* Interface specific to FrankCopula */
/** Theta accessor */
void setTheta(const NumericalScalar theta)
/* throw(InvalidArgumentException) */;
NumericalScalar getTheta() const;
/** Method save() stores the object through the StorageManager */
void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(StorageManager::Advocate & adv);
protected:
private:
/** The parameter of the FrankCopula distribution */
NumericalScalar theta_;
}; /* class FrankCopula */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_FRANKCOPULA_HXX */
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