public interface BivariateEVD extends BivariateProbabilityDistribution, RandomVectorGenerator
| Modifier and Type | Method and Description |
|---|---|
double |
conditionalCopula(double x1,
double x2)
The conditional copula function conditioning on either margin.
|
double |
dependence(double x)
The dependence function \(A\) for the parametric bivariate extreme value model.
|
double |
spectralDensity(double x)
The density \(h\) of the spectral measure \(H\) on the interval (0,1).
|
cdf, densitycdf, covariance, density, entropy, mean, mode, momentnextVectordouble spectralDensity(double x)
x - xdouble dependence(double x)
x - xdouble conditionalCopula(double x1,
double x2)
x1 - an observation from \(U_1\)x2 - an observation from \(U_2\)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.