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// -*- C++ -*-
/**
* @brief The test file of class NormalCopula for standard methods
*
* Copyright 2005-2025 Airbus-EDF-IMACS-ONERA-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 License
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include "openturns/OT.hxx"
#include "openturns/OTtestcode.hxx"
using namespace OT;
using namespace OT::Test;
int main(int, char *[])
{
TESTPREAMBLE;
OStream fullprint(std::cout);
try
{
UnsignedInteger dim = 3;
CorrelationMatrix R(dim);
for (UnsignedInteger i = 0; i < dim; i++)
{
for (UnsignedInteger j = 0; j < i; j++)
{
R(i, j) = 0.5 * (1.0 + i) / dim;
}
}
NormalCopula distribution(R);
UnsignedInteger size = 10000;
Sample sample(distribution.getSample(size));
NormalCopulaFactory factory;
Distribution estimatedDistribution(factory.build(sample));
fullprint << "Distribution =" << distribution << std::endl;
fullprint << "Estimated distribution=" << estimatedDistribution << std::endl;
estimatedDistribution = factory.build();
fullprint << "Default distribution=" << estimatedDistribution << std::endl;
NormalCopula estimatedNormalCopula(factory.buildAsNormalCopula(sample));
fullprint << "NormalCopula =" << distribution << std::endl;
fullprint << "Estimated normalCopula=" << estimatedNormalCopula << std::endl;
estimatedNormalCopula = factory.buildAsNormalCopula();
fullprint << "Default normalCopula=" << estimatedNormalCopula << std::endl;
}
catch (TestFailed & ex)
{
std::cerr << ex << std::endl;
return ExitCode::Error;
}
return ExitCode::Success;
}
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