1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
|
Copula class=FrankCopula name=FrankCopula dimension=2 theta=2.5
Copula FrankCopula(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=[0.0833333,0.0321352,0.0321352,0.0833333]
Elliptical distribution= False
Elliptical copula= False
Independent copula= False
oneRealization= class=NumericalPoint name=Unnamed dimension=2 values=[0.629877,0.895308]
oneSample= class=NumericalSample name=FrankCopula implementation=class=NumericalSampleImplementation name=FrankCopula size=10 dimension=2 description=[marginal 1,marginal 2] data=[[0.135276,0.016871],[0.347057,0.945426],[0.92068,0.721499],[0.0632061,0.142503],[0.714382,0.513452],[0.373767,0.654314],[0.883503,0.519404],[0.92851,0.915709],[0.684575,0.864187],[0.359802,0.923248]]
anotherSample mean= class=NumericalPoint name=Unnamed dimension=2 values=[0.502777,0.501102]
anotherSample covariance= class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0845153,0.0329314,0.0329314,0.0835427]
Point = class=NumericalPoint name=Unnamed dimension=2 values=[0.2,0.2] pdf=1.449735 cdf=0.073888
Quantile= class=NumericalPoint name=Unnamed dimension=2 values=[0.662772,0.662772]
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=FrankCopula name=FrankCopula dimension=2 theta=2.5
margins PDF=1.334391
margins CDF=0.107307
margins quantile= class=NumericalPoint name=Unnamed dimension=2 values=[0.974144,0.974144]
margins CDF(qantile)=0.950000
margins realization= class=NumericalPoint name=Unnamed dimension=2 values=[0.243714,0.913771]
|
