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Copula class=NormalCopula name=NormalCopula dimension=3 correlation=class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1,0.25,0,0.25,1,0.25,0,0.25,1]
Copula NormalCopula(R = [[ 1 0.25 0 ]
[ 0.25 1 0.25 ]
[ 0 0.25 1 ]])
Mean class=Point name=Unnamed dimension=3 values=[0.5,0.5,0.5]
Covariance class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[0.0833333,0.0199465,0,0.0199465,0.0833333,0.0199465,0,0.0199465,0.0833333]
Elliptical distribution= False
Elliptical copula= True
Independent copula= False
oneRealization= class=Point name=Unnamed dimension=3 values=[0.728473,0.14143,0.226528]
oneSample= class=Sample name=NormalCopula implementation=class=SampleImplementation name=NormalCopula size=10 dimension=3 description=[X0,X1,X2] data=[[0.885991,0.03509,0.410967],[0.361292,0.903689,0.875806],[0.786157,0.398475,0.551985],[0.0110089,0.0347878,0.0549614],[0.463832,0.82677,0.548704],[0.28767,0.614586,0.66531],[0.672124,0.18575,0.136607],[0.682113,0.49876,0.620616],[0.962655,0.696223,0.230639],[0.235291,0.339456,0.0367574]]
Point = class=Point name=Unnamed dimension=3 values=[0.2,0.2,0.2] pdf=1.376769 cdf=0.017616
Quantile= class=Point name=Unnamed dimension=3 values=[0.773909,0.773909,0.773909]
CDF(quantile)=0.500000
InverseSurvival= class=Point name=Unnamed dimension=3 values=[0.0174781,0.0174781,0.0174781]
Survival(inverseSurvival)=0.950000
entropy=-0.066766
covariance= [[ 0.0833333 0.0199465 0 ]
[ 0.0199465 0.0833333 0.0199465 ]
[ 0 0.0199465 0.0833333 ]]
correlation= [[ 1 0.239359 0 ]
[ 0.239359 1 0.239359 ]
[ 0 0.239359 1 ]]
spearman= [[ 1 0.239359 0 ]
[ 0.239359 1 0.239359 ]
[ 0 0.239359 1 ]]
kendall= [[ 1 0.160861 0 ]
[ 0.160861 1 0.160861 ]
[ 0 0.160861 1 ]]
conditional PDF=0.971742
conditional CDF=0.668753
conditional quantile=0.530462
sequential conditional PDF= [1,1.18998,1.15697]
sequential conditional CDF( [0.05,0.15,0.25] )= [0.05,0.259229,0.299588]
sequential conditional quantile( [0.05,0.259229,0.299588] )= [0.05,0.15,0.25]
margin= class=IndependentCopula name=IndependentCopula dimension=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=[0.591534]
margin= class=IndependentCopula name=IndependentCopula dimension=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=[0.169217]
margin= class=IndependentCopula name=IndependentCopula dimension=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=[0.977334]
indices= [1, 0]
margins= class=NormalCopula name=NormalCopula dimension=2 correlation=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.25,0.25,1]
margins PDF=1.131175
margins CDF=0.089310
margins quantile= class=Point name=Unnamed dimension=2 values=[0.97395,0.97395]
margins CDF(qantile)=0.950000
margins realization= class=Point name=Unnamed dimension=2 values=[0.469318,0.475491]
Normal copula correlation= class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1,0.261052,0,0.261052,1,0.261052,0,0.261052,1] from the Spearman correlation= class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1,0.25,0,0.25,1,0.25,0,0.25,1]
prob=0.027802
[[]]
[ y0 y1 ]
0 : [ 0.1578 0.0127938 ]
1 : [ 0.945074 0.305749 ]
2 : [ 1 0.999995 ]
3 : [ -0.454772 0.123333 ]
4 : [ -0.789302 0.89441 ]
5 : [ 1 0.203694 ]
6 : [ 0.0451322 -0.374899 ]
7 : [ -0.0716327 1 ]
8 : [ 1 -0.762682 ]
9 : [ 0.752325 -0.262117 ]
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