Struct Copula 

pub struct Copula {
    pub kind: CopulaKind,
}

Fields

kind: CopulaKind

Implementations

impl Copula

pub fn gaussian(rho: f64) -> Self

pub fn clayton(theta: f64) -> Self

pub fn gumbel(theta: f64) -> Self

pub fn frank(theta: f64) -> Self

pub fn independence() -> Self

pub fn evaluate_clayton(&self, u: f64, v: f64) -> f64

Evaluate Clayton copula C(u,v) = max(u^(-theta)+v^(-theta)-1, 0)^(-1/theta).

pub fn evaluate_gumbel(&self, u: f64, v: f64) -> f64

Evaluate Gumbel copula C(u,v) = exp(-[(-ln u)^theta+(-ln v)^theta]^(1/theta)).

pub fn spearman_rho_clayton_approx(&self) -> Option<f64>

Spearman’s rho for Clayton copula: 3*theta/(theta+2) (approximation).

Trait Implementations

impl Clone for Copula

fn clone(&self) -> Copula

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Copula

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

Formats the value using the given formatter.