10
10
# Instanciate one distribution object
12
12
copula = ClaytonCopula(2.5)
13
print "Copula " , copula
13
print "Copula " , copula
14
14
print "Mean " , repr(copula.getMean() )
15
print "Covariance " , copula.getCovariance()
15
print "Covariance " , repr(copula.getCovariance())
17
17
# Is this copula an elliptical distribution?
18
print "Elliptical distribution= " , copula.isElliptical()
18
print "Elliptical distribution= " , copula.isElliptical()
20
20
# Is this copula elliptical ?
21
21
print "Elliptical copula= " , copula.hasEllipticalCopula()
23
23
# Is this copula independent ?
24
print "Independent copula= " , copula.hasIndependentCopula()
24
print "Independent copula= " , copula.hasIndependentCopula()
26
26
# Test for realization of distribution
27
27
oneRealization = copula.getRealization()
28
28
print "oneRealization=", repr(oneRealization)
30
30
# Test for sampling
32
32
oneSample = copula.getNumericalSample( size )
33
print "oneSample=", oneSample
33
print "oneSample=", repr(oneSample)
37
37
anotherSample = copula.getNumericalSample( size )
38
38
print "anotherSample mean=", repr(anotherSample.computeMean())
39
print "anotherSample covariance=", anotherSample.computeCovariance()
39
print "anotherSample covariance=", repr(anotherSample.computeCovariance())
42
42
point = NumericalPoint(dim, 0.2)
44
# Show PDF and CDF of point
44
# Show PDF and CDF of point
45
45
pointPDF = copula.computePDF( point )
46
46
pointCDF = copula.computeCDF( point )
47
47
print "Point = ", repr(point), " pdf=%.6f" % pointPDF, " cdf=%.6f" % pointCDF
50
50
quantile = copula.computeQuantile( 0.5 )
51
51
print "Quantile=", repr(quantile)
52
52
print "CDF(quantile)=%.6f" % copula.computeCDF(quantile)
54
54
# Extract the marginals
55
55
for i in range(dim) :
56
margin = copula.getMarginal(i)
57
print "margin=", margin
58
print "margin PDF=%.6f" % margin.computePDF( NumericalPoint(1,0.25))
59
print "margin CDF=%.6f" % margin.computeCDF(NumericalPoint(1,0.25))
60
print "margin quantile=", repr(margin.computeQuantile(0.95))
61
print "margin realization=", repr(margin.getRealization())
56
margin = copula.getMarginal(i)
57
print "margin=", margin
58
print "margin PDF=%.6f" % margin.computePDF( NumericalPoint(1,0.25))
59
print "margin CDF=%.6f" % margin.computeCDF(NumericalPoint(1,0.25))
60
print "margin quantile=", repr(margin.computeQuantile(0.95))
61
print "margin realization=", repr(margin.getRealization())
63
63
# Extract a 2-D marginal
64
64
indices = Indices(2, 0)
72
72
quantile = NumericalPoint(margins.computeQuantile(0.95))
73
73
print "margins quantile=", repr(quantile)
74
74
print "margins CDF(qantile)=%.6f" % margins.computeCDF(quantile)
75
print "margins realization=", repr(margins.getRealization())
75
print "margins realization=", repr(margins.getRealization())
79
print "t_NormalCopula_std.py", sys.exc_type, sys.exc_value
79
print "t_NormalCopula_std.py", sys.exc_type, sys.exc_value