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Public Types | Public Member Functions | Static Public Member Functions | Static Public Attributes | Protected Member Functions | Protected Attributes | Private Attributes

OpenTURNS::Uncertainty::Distribution::NormalCopula Class Reference

#include <NormalCopula.hxx>

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List of all members.

Public Types

typedef Model::CopulaImplementation CopulaImplementation
typedef
Base::Stat::CorrelationMatrix 
CorrelationMatrix
typedef
CopulaImplementation::CovarianceMatrix 
CovarianceMatrix
typedef
CopulaImplementation::Description 
Description
typedef Base::Graph::Graph Graph
typedef
CopulaImplementation::Implementation 
Implementation
typedef
CopulaImplementation::Indices 
Indices
typedef
DistributionImplementation::InternalException 
InternalException
typedef
CopulaImplementation::Interval 
Interval
typedef
ContinuousDistribution::InvalidArgumentException 
InvalidArgumentException
typedef
DistributionImplementation::InvalidDimensionException 
InvalidDimensionException
typedef
CopulaImplementation::InverseIsoProbabilisticTransformation 
InverseIsoProbabilisticTransformation
typedef
CopulaImplementation::IsoProbabilisticTransformation 
IsoProbabilisticTransformation
typedef
CopulaImplementation::NotDefinedException 
NotDefinedException
typedef
Base::Common::NotSymmetricDefinitePositiveException 
NotSymmetricDefinitePositiveException
typedef
CopulaImplementation::NumericalPoint 
NumericalPoint
typedef
ContinuousDistribution::NumericalPointCollection 
NumericalPointCollection
typedef
Base::Type::NumericalPointWithDescription 
NumericalPointWithDescription
typedef
CopulaImplementation::NumericalPointWithDescriptionCollection 
NumericalPointWithDescriptionCollection
typedef
CopulaImplementation::NumericalSample 
NumericalSample
typedef
CopulaImplementation::StorageManager 
StorageManager

Public Member Functions

virtual NormalCopulaclone () const
NumericalScalar computeCDF (const NumericalPoint &point, const Bool tail=false) const
virtual NumericalScalar computeCDF (const NumericalScalar scalar, const Bool tail=false) const
virtual NumericalSample computeCDF (const NumericalSample &sample, const Bool tail=false) const
NumericalPoint computeCDFGradient (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalScalar x) const
NumericalScalar computeConditionalCDF (const NumericalScalar x, const NumericalPoint &y) const
virtual NumericalScalar computeConditionalDDF (const NumericalScalar x, const NumericalPoint &y) const
NumericalScalar computeConditionalPDF (const NumericalScalar x, const NumericalPoint &y) const
NumericalScalar computeConditionalQuantile (const NumericalScalar q, const NumericalPoint &y) const
virtual NumericalScalar computeDDF (const NumericalScalar scalar) const
virtual NumericalSample computeDDF (const NumericalSample &sample) const
NumericalPoint computeDDF (const NumericalPoint &point) const
virtual NumericalScalar computeDensityGenerator (const NumericalScalar betaSquare) const
virtual NumericalScalar computeDensityGeneratorDerivative (const NumericalScalar betaSquare) const
virtual NumericalScalar computeDensityGeneratorSecondDerivative (const NumericalScalar betaSquare) const
NumericalScalar computePDF (const NumericalPoint &point) const
virtual NumericalScalar computePDF (const NumericalScalar scalar) const
virtual NumericalSample computePDF (const NumericalSample &sample) const
NumericalPoint computePDFGradient (const NumericalPoint &point) const
NumericalScalar computeProbability (const Interval &interval) const
virtual NumericalPoint computeQuantile (const NumericalScalar prob) const
virtual NumericalScalar computeRadialDistributionCDF (const NumericalScalar radius) const
virtual Graph drawCDF () const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawMarginal1DCDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal1DPDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DCDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DPDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawPDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF () const throw (InvalidDimensionException, InvalidArgumentException)
NumericalScalar getCDFEpsilon () const
virtual Implementation getCopula () const
virtual CovarianceMatrix getCovariance () const throw (NotDefinedException)
Description getDescription () const
UnsignedLong getDimension () const
NumericalScalar getDispersionIndicator () const
NumericalSample getGaussNodesAndWeights () const
Id getId () const
UnsignedLong getIntegrationNodesNumber () const
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation () const
IsoProbabilisticTransformation getIsoProbabilisticTransformation () const
virtual NumericalPoint getKurtosis () const throw (NotDefinedException)
virtual Implementation getMarginal (const UnsignedLong i) const throw (InvalidArgumentException)
Implementation getMarginal (const Indices &indices) const throw (InvalidArgumentException)
virtual NumericalPoint getMean () const throw (NotDefinedException)
String getName () const
virtual NumericalSample getNumericalSample (const UnsignedLong size) const
NumericalPointWithDescriptionCollection getParametersCollection () const
virtual UnsignedLong getParametersNumber () const
NumericalScalar getPDFEpsilon () const
NumericalScalar getPositionIndicator () const
Interval getRange () const
NumericalPoint getRealization () const
virtual NumericalScalar getRoughness () const
Id getShadowedId () const
virtual NumericalPoint getSkewness () const throw (NotDefinedException)
virtual NumericalPoint getStandardDeviation () const throw (NotDefinedException)
Implementation getStandardDistribution () const
Bool getVisibility () const
NumericalScalar getWeight () const
virtual Bool hasEllipticalCopula () const
Bool hasIndependentCopula () const
Bool is (const PersistentObject &other) const
virtual Bool isContinuous () const
virtual Bool isElliptical () const
virtual void load (const StorageManager::Advocate &adv)
 NormalCopula (const UnsignedLong dim=1)
 NormalCopula (const CorrelationMatrix &correlation)
Bool operator== (const ContinuousDistribution &other) const
Bool operator== (const DistributionImplementation &other) const
Bool operator== (const UsualDistribution &other) const
Bool operator== (const CopulaImplementation &other) const
Bool operator== (const PersistentObject &other) const
Bool operator== (const NormalCopula &other) const
void save (const StorageManager &mgr, bool fromStudy=false) const
virtual void save (const StorageManager::Advocate &adv) const
void setDescription (const Description &description)
void setIntegrationNodesNumber (const UnsignedLong integrationNodesNumber)
void setName (const String &name)
virtual void setRange (const Interval &range)
void setShadowedId (Id id)
void setVisibility (Bool visible)
void setWeight (NumericalScalar w) throw (InvalidArgumentException)
String str () const

Static Public Member Functions

static CorrelationMatrix GetNormalCorrelationFromKendallCorrelation (const CorrelationMatrix &matrix) throw (NotSymmetricDefinitePositiveException)
static CorrelationMatrix GetNormalCorrelationFromSpearmanCorrelation (const CorrelationMatrix &matrix) throw (NotSymmetricDefinitePositiveException)

Static Public Attributes

static const NumericalScalar DefaultCDFEpsilon = 1e-14
static const UnsignedLong DefaultLevelNumber = 10
static const NumericalScalar DefaultPDFEpsilon = 1e-14
static const UnsignedLong DefaultPointNumber = 129
static const NumericalScalar DefaultQuantileEpsilon = 1e-12
static const UnsignedLong DefaultQuantileIteration = 10
static const NumericalScalar QMax = 8.5e-1
static const NumericalScalar QMin = 1.5e-1

Protected Member Functions

virtual NumericalSample computeCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber, const Bool tail=false) const
virtual NumericalComplex computeCharacteristicFunction (const UnsignedLong index, const NumericalScalar step) const
void computeCovariance () const throw (NotDefinedException)
virtual void computeGaussNodesAndWeights () const
virtual void computeMean () const throw (NotDefinedException)
virtual NumericalSample computePDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const
virtual void computeRange ()
virtual NumericalScalar computeScalarQuantile (const NumericalScalar prob, const NumericalScalar initialGuess=0.0, const NumericalScalar initialStep=1.0) const
void setDimension (UnsignedLong dim) throw (InvalidArgumentException)

Protected Attributes

NumericalScalar cdfEpsilon_
CovarianceMatrix covariance_
NumericalSample gaussNodesAndWeights_
UnsignedLong integrationNodesNumber_
Bool isAlreadyComputedCovariance_
Bool isAlreadyComputedGaussNodesAndWeights_
Bool isAlreadyComputedMean_
NumericalPoint mean_
NumericalScalar pdfEpsilon_
NumericalScalar quantileEpsilon_

Private Attributes

 CLASSNAME
CorrelationMatrix correlation_
Normal normal_

Detailed Description

The class implements a normal copula

Definition at line 46 of file NormalCopula.hxx.


The documentation for this class was generated from the following files:

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