#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. | |