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
|
Copula class=NormalCopula name=a normal copula 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 ]])
entropy=-0.0667657
entropy (MC)=-0.0665626
Mean class=Point name=Unnamed dimension=3 values=[0.5,0.5,0.5]
Elliptical distribution= false
Elliptical copula= true
Independent copula= false
oneRealization=class=Point name=Unnamed dimension=3 values=[0.560293,0.294447,0.00941523]
oneSample=class=Sample name=a normal copula implementation=class=SampleImplementation name=a normal copula size=10 dimension=3 description=[X0,X1,X2] data=[[0.283215,0.23385,0.739488],[0.175774,0.470873,0.474457],[0.201697,0.581717,0.407644],[0.822044,0.684334,0.635931],[0.28611,0.557649,0.360772],[0.804988,0.21667,0.417567],[0.535135,0.0173161,0.207455],[0.546094,0.064576,0.899701],[0.806116,0.475671,0.781548],[0.731846,0.311895,0.178739]]
anotherSample mean=class=Point name=Unnamed dimension=3 values=[0.499876,0.496002,0.50161]
anotherSample covariance=class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[0.0833662,0.0198071,0.000782833,0.0198071,0.0840874,0.02066,0.000782833,0.02066,0.0826861]
point= class=Point name=Unnamed dimension=3 values=[0.2,0.2,0.2] ddf=class=Point name=Unnamed dimension=3 values=[-0.591263,-1.77379,-0.591263] pdf=1.37677 cdf=0.0176157
Survival =0.545177
Survival (ref)=0.545177
Inverse survival=class=Point name=Unnamed dimension=3 values=[0.0174781,0.0174781,0.0174781]
Survival(inverse survival)=0.95
Quantile=class=Point name=Unnamed dimension=3 values=[0.773909,0.773909,0.773909]
CDF(quantile)=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]
correlation=class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1,0.239359,0,0.239359,1,0.239359,0,0.239359,1]
spearman=class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1,0.239359,0,0.239359,1,0.239359,0,0.239359,1]
kendall=class=CorrelationMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[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=class=Point name=Unnamed dimension=3 values=[1,1.4346,1.13184]
sequential conditional CDF(class=Point name=Unnamed dimension=3 values=[0.05,0.15,0.25])=class=Point name=Unnamed dimension=3 values=[0.05,0.259229,0.299588]
sequential conditional quantile(class=Point name=Unnamed dimension=3 values=[0.05,0.259229,0.299588])=class=Point name=Unnamed dimension=3 values=[0.05,0.15,0.25]
margin=class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1
margin CDF=0.25
margin quantile=class=Point name=Unnamed dimension=1 values=[0.95]
margin realization=class=Point name=Unnamed dimension=1 values=[0.582433]
margin=class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1
margin CDF=0.25
margin quantile=class=Point name=Unnamed dimension=1 values=[0.95]
margin realization=class=Point name=Unnamed dimension=1 values=[0.579549]
margin=class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1
margin CDF=0.25
margin quantile=class=Point name=Unnamed dimension=1 values=[0.95]
margin realization=class=Point name=Unnamed dimension=1 values=[0.220317]
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=1.13117
margins CDF=0.0893097
margins quantile=class=Point name=Unnamed dimension=2 values=[0.97395,0.97395]
margins CDF(quantile)=0.95
margins realization=class=Point name=Unnamed dimension=2 values=[0.614953,0.464715]
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]
|
