nk 1.0.0
C++ Numerical Computing Runtime
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#include <memory_resource>
#include <nk/value/value.hpp>

Go to the source code of this file.

Functions

Value nk::stats::copulapdf_gaussian (const Value &U, const Value &R, std::pmr::memory_resource *mr=nullptr)
 Gaussian copula density (y = copulapdf('Gaussian', U, R)).
Value nk::stats::copulacdf_gaussian (const Value &U, const Value &R, std::pmr::memory_resource *mr=nullptr)
 Gaussian copula CDF (p = copulacdf('Gaussian', U, R)).
Value nk::stats::copulapdf_t (const Value &U, const Value &R, double nu, std::pmr::memory_resource *mr=nullptr)
 Student-t copula density (y = copulapdf('t', U, R, nu)).
Value nk::stats::copulacdf_t (const Value &U, const Value &R, double nu, std::pmr::memory_resource *mr=nullptr)
 Student-t copula CDF (p = copulacdf('t', U, R, nu)).
Value nk::stats::copulapdf_clayton (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Clayton copula density (y = copulapdf('Clayton', U, alpha)).
Value nk::stats::copulacdf_clayton (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Clayton copula CDF (C(u, v; α) = (u^{−α} + v^{−α} − 1)^{−1/α}).
Value nk::stats::copulapdf_frank (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Frank copula density (y = copulapdf('Frank', U, alpha)).
Value nk::stats::copulacdf_frank (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Frank copula CDF.
Value nk::stats::copulapdf_gumbel (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Gumbel copula density (y = copulapdf('Gumbel', U, alpha)).
Value nk::stats::copulacdf_gumbel (const Value &U, double alpha, std::pmr::memory_resource *mr=nullptr)
 Gumbel copula CDF.