File: t_ExtremeValueCopula_std.expout

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Copula  class=ExtremeValueCopula name=ExtremeValueCopula dimension=2 pickandFunction=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[t,y0] evaluationImplementation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75] gradientImplementation=class=SymbolicGradient name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75] hessianImplementation=class=SymbolicHessian name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75]
Copula  ExtremeValueCopula(A = [t]->[(t-0.5)^2+0.75])
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=[0.0833333,0.0489531,0.0489531,0.0833333]
Elliptical distribution=  False
Elliptical copula=  False
Independent copula=  False
oneRealization= class=Point name=Unnamed dimension=2 values=[0.629877,0.840792]
oneSample= class=Sample name=ExtremeValueCopula implementation=class=SampleImplementation name=ExtremeValueCopula size=10 dimension=2 description=[X0,X1] data=[[0.135276,0.0154791],[0.347057,0.867276],[0.92068,0.849891],[0.0632061,0.106293],[0.714382,0.534288],[0.373767,0.595993],[0.883503,0.659838],[0.92851,0.951152],[0.684575,0.822944],[0.359802,0.840971]]
Point =  class=Point name=Unnamed dimension=2 values=[0.2,0.2]  pdf=1.605125  cdf=0.089443
Quantile= class=Point name=Unnamed dimension=2 values=[0.629961,0.629961]
CDF(quantile)=0.500000
Quantile= class=Point name=Unnamed dimension=2 values=[0.135721,0.135721]
InverseSurvival= class=Point name=Unnamed dimension=2 values=[0.027249,0.027249]
Survival(inverseSurvival)=0.950000
entropy=-0.260550
CDF(x|y)=0.6602
Quantile(p|y)=0.6
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=[0.588615]
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=[0.182039]
indices= [1, 0]
margins= class=MarginalDistribution name=MarginalDistribution dimension=2 distribution=class=ExtremeValueCopula name=ExtremeValueCopula dimension=2 pickandFunction=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[t,y0] evaluationImplementation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75] gradientImplementation=class=SymbolicGradient name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75] hessianImplementation=class=SymbolicHessian name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[t] outputVariablesNames=[y0] formulas=[(t-0.5)^2+0.75] indices=[1,0]
margins PDF=1.485674
margins CDF=0.125000
margins quantile= class=Point name=Unnamed dimension=2 values=[0.966383,0.966383]
margins CDF(qantile)=0.950000
margins realization= class=Point name=Unnamed dimension=2 values=[0.346701,0.085785]