File: t_ClaytonCopula_std.expout

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Copula  class=ClaytonCopula name=ClaytonCopula dimension=2 theta=2.5
Copula  ClaytonCopula(theta = 2.5)
Mean  class=NumericalPoint name=Unnamed dimension=2 values=[0.5,0.5]
Covariance  class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0833333,0.0618369,0.0618369,0.0833333]
Elliptical distribution=  False
Elliptical copula=  False
Independent copula=  False
oneRealization= class=NumericalPoint name=Unnamed dimension=2 values=[0.629877,0.901557]
oneSample= class=NumericalSample name=ClaytonCopula implementation=class=NumericalSampleImplementation name=ClaytonCopula size=10 dimension=2 description=[marginal 1,marginal 2] data=[[0.135276,0.0526823],[0.347057,0.895953],[0.92068,0.794201],[0.0632061,0.0551566],[0.714382,0.621802],[0.373767,0.583326],[0.883503,0.65348],[0.92851,0.935197],[0.684575,0.88113],[0.359802,0.865943]]
anotherSample mean= class=NumericalPoint name=Unnamed dimension=2 values=[0.502777,0.50134]
anotherSample covariance= class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0845153,0.0628988,0.0628988,0.0838004]
Point =  class=NumericalPoint name=Unnamed dimension=2 values=[0.2,0.2]  pdf=3.387901  cdf=0.152117
Quantile= class=NumericalPoint name=Unnamed dimension=2 values=[0.618165,0.618165]
CDF(quantile)=0.500000
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.250000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.95]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.56939]
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.250000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.95]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.0571768]
indices= [1,0]
margins= class=ClaytonCopula name=ClaytonCopula dimension=2 theta=2.5
margins PDF=2.754677
margins CDF=0.190662
margins quantile= class=NumericalPoint name=Unnamed dimension=2 values=[0.973879,0.973879]
margins CDF(qantile)=0.950000
margins realization= class=NumericalPoint name=Unnamed dimension=2 values=[0.243714,0.761003]
ClaytonCopula(theta = 1e-12)
PDF( [1e-12,1e-12] )=1.000000000709e+00
CDF( [1e-12,1e-12] )=1.000000000763e-24
ClaytonCopula(theta = 9e-09)
PDF( [1e-07,1e-07] )=1.000002057013e+00
CDF( [1e-07,1e-07] )=1.000002338139e-14
ClaytonCopula(theta = 1.1e-08)
PDF( [0.1,0.1] )=1.000000018664e+00
CDF( [0.1,0.1] )=1.000000058321e-02
ClaytonCopula(theta = -0.99)
PDF( [0.5,0.5] )=1.386418956876e+00
CDF( [0.5,0.5] )=6.615106628117e-03
ClaytonCopula(theta = 99)
PDF( [0.1,0.1] )=2.482557416581e+02
CDF( [0.1,0.1] )=9.930229666324e-02
ClaytonCopula(theta = 110)
PDF( [0.1,0.1] )=2.757568764767e+02
CDF( [0.1,0.1] )=9.937184737898e-02
ClaytonCopula(theta = 100000)
PDF( [0.1,0.1] )=2.500007671207e+05
CDF( [0.1,0.1] )=9.999930685522e-02