Trait ExtremeValueCopula 

pub trait ExtremeValueCopula: Copula {
    // Required method
    fn pickands_function(&self, t: f64) -> Result<f64>;

    // Provided method
    fn validate_pickands(&self) -> Result<()> { ... }
}

Trait for extreme value copulas.

Extreme value copulas arise as limits of copulas of component-wise maxima. They are characterized by their Pickands dependence function.

Required Methods

fn pickands_function(&self, t: f64) -> Result<f64>

Evaluate the Pickands dependence function A(t).

The Pickands function satisfies:

1. A(0) = A(1) = 1
2. max(t, 1-t) ≤ A(t) ≤ 1 for t ∈ [0, 1]
3. A is convex

Arguments

• t - Value in [0, 1]

Returns

A(t) ∈ [0.5, 1]

Provided Methods

fn validate_pickands(&self) -> Result<()>

Check if the Pickands function is valid.

Dyn Compatibility

This trait is not dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors