public interface BivariateEVD extends BivariateProbabilityDistribution, RandomVectorGenerator
Modifier and Type | Method and Description |
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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, density
cdf, covariance, density, entropy, mean, mode, moment
nextVector
double 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.