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Copula = class=IndependentCopula name=Independent copula dimension=3
Copula = IndependentCopula(dimension = 3)
Distribution = class=ComposedDistribution name=myDist dimension=3 copula=class=IndependentCopula name=Independent copula dimension=3 marginal[0]=class=Normal name=First dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[1] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[1]=class=Normal name=Second dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[2] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[3] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[2]=class=Normal name=Third dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[3] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[4] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
Distribution = ComposedDistribution(Normal(mu = 1, sigma = 2), Normal(mu = 2, sigma = 3), Normal(mu = 3, sigma = 4), IndependentCopula(dimension = 3))
Parameters = [class=NumericalPointWithDescription name=One dimension=2 description=[mean_0_marginal_0,standard_deviation_0_marginal_0] values=[1,2],class=NumericalPointWithDescription name=Two dimension=2 description=[mean_0_marginal_1,standard_deviation_0_marginal_1] values=[2,3],class=NumericalPointWithDescription name=Three dimension=2 description=[mean_0_marginal_2,standard_deviation_0_marginal_2] values=[3,4],class=NumericalPointWithDescription name=Independent copula dimension=0 description=[] values=[]]
Mean = class=NumericalPoint name=Unnamed dimension=3 values=[1,2,3]
Covariance = class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[4,0,0,0,9,0,0,0,16]
Elliptical = True
Elliptical copula = True
Independent copula = True
oneRealization= class=NumericalPoint name=Unnamed dimension=3 values=[2.2164,-1.7985,1.2469]
oneSample= class=NumericalSample name=myDist implementation=class=NumericalSampleImplementation name=myDist size=10 dimension=3 description=[One,Two,Three] data=[[3.411,-1.8487,-0.42685],[-3.3628,-1.9353,4.8945],[1.7001,1.7276,2.498],[0.28999,4.9874,4.4057],[3.8745,1.5816,10.129],[2.6213,0.31938,3.2808],[2.5863,3.3365,-0.12547],[0.058949,2.9688,0.11387],[1.522,3.3374,2.0351],[-3.5801,-1.1142,-4.1519]]
anotherSample mean= class=NumericalPoint name=Unnamed dimension=3 values=[0.97424,2.0042,2.9816]
anotherSample covariance= class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[4.0088,-0.0041128,-0.046658,-0.0041128,8.9978,-0.0023047,-0.046658,-0.0023047,16.294]
Zero point= class=NumericalPoint name=Unnamed dimension=3 values=[0,0,0] pdf=0.001411 cdf=0.017655
Quantile= class=NumericalPoint name=Unnamed dimension=3 values=[5.2424,8.3636,11.485]
CDF(quantile)=0.950000
Reference=
Zero point= class=NumericalPoint name=Unnamed dimension=3 values=[0,0,0] pdf= 0.001411 cdf= 0.017655 quantile= class=NumericalPoint name=Unnamed dimension=3 values=[5.2424,8.3636,11.485]
margin= class=Normal name=First dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[1] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
margin PDF=0.176033
margin CDF=0.308538
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[1]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[-0.25313]
margin= class=Normal name=Second dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[2] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[3] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
margin PDF=0.106483
margin CDF=0.252493
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[2]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[1.6826]
margin= class=Normal name=Third dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[3] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[4] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
margin PDF=0.075284
margin CDF=0.226627
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[3]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[4.1999]
indices= [1,0]
margins= class=ComposedDistribution name=ComposedDistribution dimension=2 copula=class=IndependentCopula name=IndependentCopula dimension=2 marginal[0]=class=Normal name=Second dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[2] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[3] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[1]=class=Normal name=First dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[1] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
margins PDF=0.018744
margins CDF=0.077903
margins quantile= class=NumericalPoint name=Unnamed dimension=2 values=[3.6349,2.0899]
margins CDF(qantile)=0.500000
margins realization= class=NumericalPoint name=Unnamed dimension=2 values=[2.8045,-2.4028]
Distribution class=ComposedDistribution name=myDist dimension=3 copula=class=NormalCopula name=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] marginal[0]=class=Normal name=First dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[1] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[1]=class=Normal name=Second dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[2] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[3] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[2]=class=Normal name=Third dimension=1 mean=class=NumericalPoint name=Unnamed dimension=1 values=[3] sigma=class=NumericalPoint name=Unnamed dimension=1 values=[4] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
Parameters [class=NumericalPointWithDescription name=One dimension=2 description=[mean_0_marginal_0,standard_deviation_0_marginal_0] values=[1,2],class=NumericalPointWithDescription name=Two dimension=2 description=[mean_0_marginal_1,standard_deviation_0_marginal_1] values=[2,3],class=NumericalPointWithDescription name=Three dimension=2 description=[mean_0_marginal_2,standard_deviation_0_marginal_2] values=[3,4],class=NumericalPointWithDescription name=Normal copula dimension=3 description=[R_2_1_copula,R_3_1_copula,R_3_2_copula] values=[0.25,0,0.25]]
PDF =0.001754
PDF (ref)=0.001754
CDF =0.033495
CDF (ref)=0.033495
Quantile = class=NumericalPoint name=Unnamed dimension=3 values=[5.2177,8.3266,11.435]
Quantile (ref)= class=NumericalPoint name=Unnamed dimension=3 values=[5.2177,8.3266,11.435]
CDF(quantile)=0.950000
Mean = class=NumericalPoint name=Unnamed dimension=3 values=[1,2,3]
Mean (ref)= class=NumericalPoint name=Unnamed dimension=3 values=[1,2,3]
Standard deviation = class=NumericalPoint name=Unnamed dimension=3 values=[2,3,4]
Standard deviation (ref)= class=NumericalPoint name=Unnamed dimension=3 values=[2,3,4]
Skewness = class=NumericalPoint name=Unnamed dimension=3 values=[0,0,0]
Skewness (ref)= class=NumericalPoint name=Unnamed dimension=3 values=[0,0,0]
Kurtosis = class=NumericalPoint name=Unnamed dimension=3 values=[3,3,3]
Kurtosis (ref)= class=NumericalPoint name=Unnamed dimension=3 values=[3,3,3]
Covariance = class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[4,1.5,0,1.5,9,3,0,3,16]
Covariance (ref)= class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[4,1.5,0,1.5,9,3,0,3,16]
anotherSample mean= class=NumericalPoint name=Unnamed dimension=3 values=[1.0094,1.9591,3.022]
anotherSample covariance= class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[3.9732,1.4789,-0.076027,1.4789,9.0962,3.047,-0.076027,3.047,16.185]
[ One Two Three ]
0 : [ 4.887 3.7096 3.7362 ]
1 : [ 0.9532 5.5558 -2.5108 ]
2 : [ 2.3698 4.1569 2.7642 ]
3 : [ -0.46209 2.179 5.6653 ]
4 : [ 3.0681 -3.9101 -1.0432 ]
5 : [ -1.3555 -8.0808 -1.865 ]
6 : [ 0.012627 0.41961 7.5117 ]
7 : [ 0.64198 1.6486 -8.6943 ]
8 : [ -0.095161 3.6142 1.7054 ]
9 : [ 1.5687 2.3176 4.3751 ]
[ y0 y1 y2 ]
0 : [ 1.9435 0.086756 0.16731 ]
1 : [ -0.023402 1.2302 -1.7548 ]
2 : [ 0.68489 0.5657 -0.21222 ]
3 : [ -0.73105 0.25036 0.62279 ]
4 : [ 1.034 -2.3016 -0.43114 ]
5 : [ -1.1777 -3.1664 -0.41268 ]
6 : [ -0.49369 -0.4166 1.2788 ]
7 : [ -0.17901 -0.074757 -3.0062 ]
8 : [ -0.54758 0.6971 -0.52131 ]
9 : [ 0.28437 0.035925 0.34625 ]
[ y0 y1 y2 ]
0 : [ 4.887 3.7096 3.7362 ]
1 : [ 0.9532 5.5558 -2.5108 ]
2 : [ 2.3698 4.1569 2.7642 ]
3 : [ -0.46209 2.179 5.6653 ]
4 : [ 3.0681 -3.9101 -1.0432 ]
5 : [ -1.3555 -8.0808 -1.865 ]
6 : [ 0.012627 0.41961 7.5117 ]
7 : [ 0.64198 1.6486 -8.6943 ]
8 : [ -0.095161 3.6142 1.7054 ]
9 : [ 1.5687 2.3176 4.3751 ]
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