/usr/include/openturns/ArchimedeanCopula.hxx is in libopenturns-dev 1.5-7build2.
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 | // -*- C++ -*-
/**
* @file ArchimedeanCopula.hxx
* @brief Abstract top-level class for non elliptical distributions
*
* Copyright 2005-2015 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/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_ARCHIMEDEANCOPULA_HXX
#define OPENTURNS_ARCHIMEDEANCOPULA_HXX
#include "OTprivate.hxx"
#include "CopulaImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @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 OT_API ArchimedeanCopula
: public CopulaImplementation
{
CLASSNAME;
public:
/** Default constructor */
ArchimedeanCopula();
/** 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;
using CopulaImplementation::computeComplementaryCDF;
NumericalScalar computeComplementaryCDF(const NumericalPoint & point) 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;
Implementation getMarginal(const Indices & indices) const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
protected:
private:
}; /* class ArchimedeanCopula */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_ARCHIMEDEANCOPULA_HXX */
|