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
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
|
Copula MaximumEntropyOrderStatisticsCopula(collection = [Trapezoidal(a = -2, b = -1.1, c = -1, d = 1),LogUniform(aLog = 1, bLog = 1.2),Triangular(a = 3, m = 4.5, b = 5),Beta(r = 2.5, t = 6, a = 4.7, b = 5.2)])
Elliptical copula= False
Elliptical copula= False
Independent copula= False
oneRealization= class=NumericalPoint name=Unnamed dimension=4 values=[0.629877,0.882805,0.151547,0.0302348]
oneSample first= class=NumericalPoint name=Unnamed dimension=4 values=[0.347057,0.969423,0.923052,0.492666] last= class=NumericalPoint name=Unnamed dimension=4 values=[0.450413,0.630137,0.137583,0.707768]
mean= class=NumericalPoint name=Unnamed dimension=4 values=[0.499014,0.499206,0.5056,0.499316]
covariance= class=CovarianceMatrix dimension=4 implementation=class=MatrixImplementation name=Unnamed rows=4 columns=4 values=[0.0849644,-0.000136295,0.000187446,7.82855e-05,-0.000136295,0.0831311,0.00100951,-1.89497e-05,0.000187446,0.00100951,0.0847861,0.00446144,7.82855e-05,-1.89497e-05,0.00446144,0.0831515]
Point= [0.35,0.15,0.02,0.33]
ddf = class=NumericalPoint name=Unnamed dimension=4 values=[0.318639,0.227512,-1.13455,-0.276473]
log pdf=-0.450551
pdf =0.637277
condPDF =19.425306
cdf=0.000482
ccdf=0.999518
condCDF =0.611494
quantile= class=NumericalPoint name=Unnamed dimension=4 values=[0.987341,0.987341,0.987341,0.987341]
cdf(quantile)=0.950000
condQuantile =0.588317
mean= class=NumericalPoint name=Unnamed dimension=4 values=[0.5,0.5,0.5,0.5]
standard deviation= class=NumericalPoint name=Unnamed dimension=4 values=[0.288675,0.288675,0.288675,0.288675]
skewness= class=NumericalPoint name=Unnamed dimension=4 values=[0,0,0,0]
kurtosis= class=NumericalPoint name=Unnamed dimension=4 values=[1.8,1.8,1.8,1.8]
covariance= class=CovarianceMatrix dimension=4 implementation=class=MatrixImplementation name=Unnamed rows=4 columns=4 values=[0.0833333,0,0,0,0,0.0833333,0.00140456,0,0,0.00140456,0.0833333,0.00407363,0,0,0.00407363,0.0833333]
correlation= class=CorrelationMatrix dimension=4 implementation=class=MatrixImplementation name=Unnamed rows=4 columns=4 values=[1,0,0,0,0,1,0.0168547,0,0,0.0168547,1,0.0488836,0,0,0.0488836,1]
spearman= class=CorrelationMatrix dimension=4 implementation=class=MatrixImplementation name=Unnamed rows=4 columns=4 values=[1,0,0,0,0,1,0.0168547,0,0,0.0168547,1,0.0488836,0,0,0.0488836,1]
parameters= [class=NumericalPointWithDescription name=marginal 1 dimension=4 description=[a_marginal_0,b_marginal_0,c_marginal_0,d_marginal_0] values=[-2,-1.1,-1,1],class=NumericalPointWithDescription name=marginal 2 dimension=2 description=[aLog_marginal_1,bLog_marginal_1] values=[1,1.2],class=NumericalPointWithDescription name=marginal 3 dimension=3 description=[a_marginal_2,m_marginal_2,b_marginal_2] values=[3,4.5,5],class=NumericalPointWithDescription name=marginal 4 dimension=4 description=[r_marginal_3,t_marginal_3,a_marginal_3,b_marginal_3] values=[2.5,6,4.7,5.2]]
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.350000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.5]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.481221]
margin range= class=Interval name=Unnamed dimension=1 lower bound=class=NumericalPoint name=Unnamed dimension=1 values=[0] upper bound=class=NumericalPoint name=Unnamed dimension=1 values=[1] finite lower bound=[1] finite upper bound=[1]
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.150000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.5]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.0673249]
margin range= class=Interval name=Unnamed dimension=1 lower bound=class=NumericalPoint name=Unnamed dimension=1 values=[0] upper bound=class=NumericalPoint name=Unnamed dimension=1 values=[1] finite lower bound=[1] finite upper bound=[1]
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.020000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.5]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.418102]
margin range= class=Interval name=Unnamed dimension=1 lower bound=class=NumericalPoint name=Unnamed dimension=1 values=[0] upper bound=class=NumericalPoint name=Unnamed dimension=1 values=[1] finite lower bound=[1] finite upper bound=[1]
margin= class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1.000000
margin CDF=0.330000
margin quantile= class=NumericalPoint name=Unnamed dimension=1 values=[0.5]
margin realization= class=NumericalPoint name=Unnamed dimension=1 values=[0.286734]
margin range= class=Interval name=Unnamed dimension=1 lower bound=class=NumericalPoint name=Unnamed dimension=1 values=[0] upper bound=class=NumericalPoint name=Unnamed dimension=1 values=[1] finite lower bound=[1] finite upper bound=[1]
indices= [0, 1]
margins= class=MaximumEntropyOrderStatisticsCopula name=MaximumEntropyOrderStatisticsCopula dimension=2 distribution=class=MaximumEntropyOrderStatisticsDistribution name=Unnamed dimension=2 collection=[class=Trapezoidal name=Trapezoidal dimension=1 a=-2 b=-1.1 c=-1 d=1 h=0.645161,class=LogUniform name=LogUniform dimension=1 aLog=1 bLog=1.2 a=2.71828 b=3.32012]
margins PDF=1.000000
margins CDF=0.052500
margins quantile= class=NumericalPoint name=Unnamed dimension=2 values=[0.894427,0.894427]
margins CDF(qantile)=0.800000
margins realization= class=NumericalPoint name=Unnamed dimension=2 values=[0.699898,0.209943]
|
