File: t_GumbelCopula_std.expout

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Copula  class=GumbelCopula name=GumbelCopula dimension=2 theta=2.5
Copula  GumbelCopula(theta = 2.5)
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=[0.0833333,0.065655,0.065655,0.0833333]
Elliptical distribution=  False
Elliptical copula=  False
Independent copula=  False
oneRealization= class=Point name=Unnamed dimension=2 values=[0.659445,0.596689]
oneSample= class=Sample name=GumbelCopula implementation=class=SampleImplementation name=GumbelCopula size=10 dimension=2 description=[X0,X1] data=[[0.92546,0.834663],[0.239934,0.114143],[0.705071,0.41781],[0.94214,0.955906],[0.814987,0.721541],[0.254655,0.325386],[0.694987,0.506464],[0.87143,0.917787],[0.191102,0.290004],[0.881289,0.654839]]
anotherSample mean= class=Point name=Unnamed dimension=2 values=[0.504187,0.500439]
anotherSample covariance= class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0840685,0.0659466,0.0659466,0.0842036]
Point =  class=Point name=Unnamed dimension=2 values=[0.2,0.2]  pdf=2.220596  cdf=0.119592
Quantile= class=Point name=Unnamed dimension=2 values=[0.591374,0.591374]
CDF(quantile)=0.500000
InverseSurvival= class=Point name=Unnamed dimension=2 values=[0.0298629,0.0298629]
Survival(inverseSurvival)=0.950000
entropy=-0.561983
Minimum volume interval= [0.0164093, 0.983591]
[0.0164093, 0.983591]
threshold= [0.967181]
Minimum volume level set= {x | f(x) <= 0.909453} with f=
MinimumVolumeLevelSetEvaluation(GumbelCopula(theta = 2.5))
beta= [0.402745]
Bilateral confidence interval= [0.0164093, 0.983591]
[0.0164093, 0.983591]
beta= [0.967181]
Unilateral confidence interval (lower tail)= [0, 0.961873]
[0, 0.961873]
beta= [0.961873]
Unilateral confidence interval (upper tail)= [0.0298629, 1]
[0.0298629, 1]
beta= [0.970137]
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=[0.00033239]
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=[0.910321]
indices= [1, 0]
margins= class=GumbelCopula name=GumbelCopula dimension=2 theta=2.5
margins PDF=2.034871
margins CDF=0.160538
margins quantile= class=Point name=Unnamed dimension=2 values=[0.961873,0.961873]
margins CDF(qantile)=0.950000
margins realization= class=Point name=Unnamed dimension=2 values=[0.281456,0.596274]
chi= [[ 1        0.680492 ]
 [ 0.680492 1        ]]
chiL= [[ 1 0 ]
 [ 0 1 ]]