/usr/include/openturns/SklarCopula.hxx is in libopenturns-dev 0.15-2.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 | // -*- C++ -*-
/**
* @file SklarCopula.hxx
* @brief The SklarCopula 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: lebrun $
* @date: $LastChangedDate: 2008-09-09 23:26:29 +0200 (mar, 09 sep 2008) $
* Id: $Id: SklarCopula.hxx 924 2008-09-09 21:26:29Z lebrun $
*/
#ifndef OPENTURNS_SKLARCOPULA_HXX
#define OPENTURNS_SKLARCOPULA_HXX
#include "CopulaImplementation.hxx"
#include "Distribution.hxx"
#include "PersistentCollection.hxx"
#include "Exception.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Model {
/**
* @class SklarCopula
*
* The SklarCopula distribution.
*/
class SklarCopula
: public Model::CopulaImplementation
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::CopulaImplementation CopulaImplementation; // required by SWIG
typedef Base::Type::PersistentCollection<Distribution> DistributionPersistentCollection;
typedef CopulaImplementation::NumericalPoint NumericalPoint;
typedef CopulaImplementation::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef CopulaImplementation::NotDefinedException NotDefinedException;
typedef CopulaImplementation::StorageManager StorageManager;
/** Default constructor */
SklarCopula();
/** Parameters constructor */
SklarCopula(const Distribution distribution)
/* throw(InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const SklarCopula & other) const;
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual SklarCopula * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using CopulaImplementation::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using CopulaImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
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;
/** 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 PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
using CopulaImplementation::getMarginal;
SklarCopula * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** Get the isoprobabilist transformation */
IsoProbabilisticTransformation getIsoProbabilisticTransformation() const;
/** Get the inverse isoprobabilist transformation */
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation() const;
/** Get the standard distribution */
Implementation getStandardDistribution() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/* Interface specific to SklarCopula */
/** Distribution accessor */
void setDistribution(const Distribution distribution)
/* throw(InvalidArgumentException) */;
Distribution getDistribution() 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:
/** The distribution from which the copula is extracted */
Distribution distribution_;
/** The marginal distributions of the underlying distribution */
DistributionPersistentCollection marginalCollection_;
private:
}; /* class SklarCopula */
} /* namespace Model */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_SKLARCOPULA_HXX */
|