Struct CopulaConfig 

pub struct CopulaConfig {
    pub copula_type: CopulaType,
    pub theta: f64,
    pub degrees_of_freedom: f64,
}

Configuration for copula-based correlation.

Fields

copula_type: CopulaType

Type of copula to use

theta: f64

Correlation parameter (interpretation depends on copula type)

• Gaussian/Student-t: correlation coefficient (-1 to 1)
• Clayton: theta > 0 (higher = stronger lower tail dependence)
• Gumbel: theta >= 1 (higher = stronger upper tail dependence)
• Frank: theta != 0 (|theta| higher = stronger dependence)

degrees_of_freedom: f64

Degrees of freedom for Student-t copula (only used if copula_type = StudentT)

Implementations

impl CopulaConfig

pub fn gaussian(correlation: f64) -> Self

Create a Gaussian copula configuration.

pub fn clayton(theta: f64) -> Self

Create a Clayton copula configuration.

pub fn gumbel(theta: f64) -> Self

Create a Gumbel copula configuration.

pub fn frank(theta: f64) -> Self

Create a Frank copula configuration.

pub fn student_t(correlation: f64, df: f64) -> Self

Create a Student-t copula configuration.

pub fn validate(&self) -> Result<(), String>

Validate the configuration.

pub fn kendalls_tau(&self) -> f64

Get the implied Kendall’s tau for this copula configuration.

pub fn lower_tail_dependence(&self) -> f64

Get the lower tail dependence coefficient.

pub fn upper_tail_dependence(&self) -> f64

Get the upper tail dependence coefficient.

Trait Implementations

impl Clone for CopulaConfig

fn clone(&self) -> CopulaConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CopulaConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CopulaConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for CopulaConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for CopulaConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.