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#! /usr/bin/env python
from __future__ import print_function
from openturns import *
TESTPREAMBLE()
RandomGenerator.SetSeed(0)
try:
coll = [GumbelCopula(3.0), ClaytonCopula(3.0), FrankCopula(3.0)]
size = 1000
for i in range(len(coll)):
ref_copula = coll[i]
print("Reference copula", str(ref_copula))
sample = ref_copula.getSample(size)
est_copula = BernsteinCopulaFactory().build(sample)
max_error = 0.0
for m in range(11):
for n in range(11):
point = [0.1 * m, 0.1 * n]
max_error = max(max_error, abs(ref_copula.computeCDF(point) - est_copula.computeCDF(point)))
print("Max. error=%.5f" % max_error)
except:
import sys
print("t_BernsteinCopulaFactory_std.py", sys.exc_info()[0], sys.exc_info()[1])
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