Module prelude 

Convenient imports for common copula operations.

This module re-exports the most commonly used types and functions, allowing users to get started quickly with a single use statement.

Examples

use copula_core::prelude::*;

let copula = ClaytonCopula::new(2.0)?;
let data = DMatrix::from_row_slice(4, 2, &[1.2, 0.3, 0.7, 0.9, 2.5, 1.1, 1.9, 2.0]);
let pseudo_obs = to_pseudo_observations(&data)?;
let density = copula.pdf(&[pseudo_obs[(0, 0)], pseudo_obs[(0, 1)]])?;
assert!(density >= 0.0);

Re-exports

pub use crate::error::CopulaError;

pub use crate::error::Result;

pub use crate::traits::ArchimedeanCopula;

pub use crate::traits::Copula;

pub use crate::model_selection::k_fold_cv;estimation

pub use crate::traits::FittableCopula;estimation

pub use crate::utils::empirical_copula_cdf;

pub use crate::utils::empirical_ranks;

pub use crate::utils::information_criteria;

pub use crate::utils::kendall_tau;

pub use crate::utils::multivariate_kendall_tau;

pub use crate::utils::multivariate_spearman_rho;

pub use crate::utils::remove_missing_values;

pub use crate::utils::spearman_rho;

pub use crate::utils::to_pseudo_observations;

pub use crate::utils::validate_correlation_matrix;

pub use crate::testing::anderson_darling;

pub use crate::testing::cramer_von_mises;

pub use crate::testing::cvm_multiplier_bootstrap;

pub use crate::testing::kolmogorov_smirnov;

pub use crate::elliptical::GaussianCopula;

pub use crate::elliptical::StudentTCopula;

pub use crate::archimedean::AMHCopula;

pub use crate::archimedean::ClaytonCopula;

pub use crate::archimedean::FrankCopula;

pub use crate::archimedean::GumbelCopula;

pub use crate::archimedean::JoeCopula;

pub use crate::other::EmpiricalCopula;

pub use crate::other::MarshallOlkinCopula;

Modules

confidence_levels

Commonly used confidence levels for statistical tests

significance_levels

Common significance levels for hypothesis testing

Traits

Rng

Trait for infallible random number generators

RngExt

User-level interface for RNGs

Functions

rng

Access a fast, pre-initialized generator

Type Aliases

DMatrixalloc or std

A dynamically sized column-major matrix.

DVectoralloc or std

A dynamically sized column vector.