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
|
Copula class=EmpiricalBernsteinCopula name=EmpiricalBernsteinCopula dimension=2 copulaSample=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=12 dimension=2 description=[X0,X1] data=[[0.83333,0.16667],[0.58333,0.91667],[0.16667,0.58333],[0.66667,1],[0.91667,0.83333],[0.5,0.5],[0.083333,0.083333],[0.25,0.41667],[1,0.33333],[0.41667,0.66667],[0.75,0.75],[0.33333,0.25]] binNumber=3
Copula EmpiricalBernsteinCopula( copulaSample= [ X0 X1 ]
0 : [ 0.83333 0.16667 ]
1 : [ 0.58333 0.91667 ]
2 : [ 0.16667 0.58333 ]
3 : [ 0.66667 1 ]
4 : [ 0.91667 0.83333 ]
5 : [ 0.5 0.5 ]
6 : [ 0.083333 0.083333 ]
7 : [ 0.25 0.41667 ]
8 : [ 1 0.33333 ]
9 : [ 0.41667 0.66667 ]
10 : [ 0.75 0.75 ]
11 : [ 0.33333 0.25 ] binNumber=3)
Mean class=Point name=Unnamed dimension=2 values=[0.5,0.5]
Covariance class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.083333,0.010417,0.010417,0.083333]
Elliptical distribution= False
Elliptical copula= False
Independent copula= False
oneRealization= class=Point name=Unnamed dimension=2 values=[0.55692,0.64238]
oneSample= class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=10 dimension=2 description=[X0,X1] data=[[0.95517,0.26741],[0.23581,0.58834],[0.75774,0.71247],[0.37904,0.36574],[0.48797,0.90117],[0.48719,0.68597],[0.57275,0.42983],[0.87806,0.28964],[0.31505,0.072224],[0.3764,0.80292]]
anotherSample mean= class=Point name=Unnamed dimension=2 values=[0.50053,0.50625]
anotherSample covariance= class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.083694,0.010404,0.010404,0.083603]
Point = [0.2, 0.2] pdf=1.135200 cdf=0.050752
Quantile= class=Point name=Unnamed dimension=2 values=[0.69445,0.69445]
CDF(quantile)=0.500000
Quantile= class=Point name=Unnamed dimension=2 values=[0.1984,0.1984]
InverseSurvival= class=Point name=Unnamed dimension=2 values=[0.025475,0.025475]
Survival(inverseSurvival)=0.950000
entropy=-0.019026
Minimum volume interval= [0.012679, 0.98732]
[0.012679, 0.98732]
threshold= [0.97464]
Minimum volume level set= {x | f(x) <= 0.22909} with f=
MinimumVolumeLevelSetEvaluation(EmpiricalBernsteinCopula( copulaSample= [ X0 X1 ]
0 : [ 0.83333 0.16667 ]
1 : [ 0.58333 0.91667 ]
2 : [ 0.16667 0.58333 ]
3 : [ 0.66667 1 ]
4 : [ 0.91667 0.83333 ]
5 : [ 0.5 0.5 ]
6 : [ 0.083333 0.083333 ]
7 : [ 0.25 0.41667 ]
8 : [ 1 0.33333 ]
9 : [ 0.41667 0.66667 ]
10 : [ 0.75 0.75 ]
11 : [ 0.33333 0.25 ] binNumber=3))
beta= [0.79526]
Bilateral confidence interval= [0.012679, 0.98732]
[0.012679, 0.98732]
beta= [0.97464]
Unilateral confidence interval (lower tail)= [0, 0.97453]
[0, 0.97453]
beta= [0.97453]
Unilateral confidence interval (upper tail)= [0.025475, 1]
[0.025475, 1]
beta= [0.97453]
parameters= [0.83333,0.16667,0.58333,0.91667,0.16667,0.58333,0.66667,1,0.91667,0.83333,0.5,0.5,0.083333,0.083333,0.25,0.41667,1,0.33333,0.41667,0.66667,0.75,0.75,0.33333,0.25,3]#25
margin= class=Uniform name=Uniform dimension=1 a=0 b=1
margin PDF=1.000000
margin CDF=0.250000
margin quantile= class=Point name=Unnamed dimension=1 values=[0.95]
margin realization= class=Point name=Unnamed dimension=1 values=[0.16702]
margin= class=Uniform name=Uniform dimension=1 a=0 b=1
margin PDF=1.000000
margin CDF=0.250000
margin quantile= class=Point name=Unnamed dimension=1 values=[0.95]
margin realization= class=Point name=Unnamed dimension=1 values=[0.35979]
indices= [1, 0]
margins= class=EmpiricalBernsteinCopula name=EmpiricalBernsteinCopula dimension=2 copulaSample=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=12 dimension=2 description=[X1,X0] data=[[0.16667,0.83333],[0.91667,0.58333],[0.58333,0.16667],[1,0.66667],[0.83333,0.91667],[0.5,0.5],[0.083333,0.083333],[0.41667,0.25],[0.33333,1],[0.66667,0.41667],[0.75,0.75],[0.25,0.33333]] binNumber=3
margins PDF=1.095703
margins CDF=0.076782
margins quantile= class=Point name=Unnamed dimension=2 values=[0.97453,0.97453]
margins CDF(qantile)=0.950000
margins realization= class=Point name=Unnamed dimension=2 values=[0.9869,0.75678]
Entropy in higher dimension=-0.967882
conditional PDF=1.016572
conditional PDF ref=1.016572
conditional CDF=0.842653
conditional quantile=0.415183
sequential conditional PDF= [1,0.54,0.61467,0.67507,1.5318,1.7493]
sequential conditional CDF( [0.05, 0.1, 0.15000000000000002, 0.2, 0.25, 0.30000000000000004] )= [0.05,0.028813,0.07932,0.17861,0.23403,0.36195]
sequential conditional quantile( [0.05,0.028813,0.07932,0.17861,0.23403,0.36195] )= [0.05,0.1,0.15,0.2,0.25,0.3]
|