HuslerReissCopula Class Reference

Husler-Reiss copula. More...

#include <huslerreisscopula.hpp>

Collaboration diagram for HuslerReissCopula:

Public Member Functions
	HuslerReissCopula (Real theta_)
Real	operator() (Real x, Real y) const

Private Attributes
Real	theta_
CumulativeNormalDistribution	cumNormal_

Detailed Description

Husler-Reiss copula.

Definition at line 34 of file huslerreisscopula.hpp.

Constructor & Destructor Documentation

HuslerReissCopula()

HuslerReissCopula

(

Real

theta_

)

Definition at line 26 of file huslerreisscopula.cpp.

Member Function Documentation

operator()()

Real operator()	(	Real	x,
		Real	y
	)		const

Definition at line 33 of file huslerreisscopula.cpp.

Member Data Documentation

theta_

Real theta_

private

Definition at line 39 of file huslerreisscopula.hpp.

cumNormal_

CumulativeNormalDistribution cumNormal_

private

Definition at line 40 of file huslerreisscopula.hpp.