Gaussian copula. More...
#include <gaussiancopula.hpp>
Collaboration diagram for GaussianCopula:
Public Member Functions | |
| GaussianCopula (Real rho) | |
| Real | operator() (Real x, Real y) const |
Private Attributes | |
| Real | rho_ |
| BivariateCumulativeNormalDistributionWe04DP | bivariate_normal_cdf_ |
| InverseCumulativeNormal | invCumNormal_ |
Detailed Description
Gaussian copula.
Definition at line 33 of file gaussiancopula.hpp.
Constructor & Destructor Documentation
◆ GaussianCopula()
| GaussianCopula | ( | Real | rho | ) |
Definition at line 24 of file gaussiancopula.cpp.
Member Function Documentation
◆ operator()()
Definition at line 31 of file gaussiancopula.cpp.
Member Data Documentation
◆ rho_
|
private |
Definition at line 38 of file gaussiancopula.hpp.
◆ bivariate_normal_cdf_
|
private |
Definition at line 39 of file gaussiancopula.hpp.
◆ invCumNormal_
|
private |
Definition at line 40 of file gaussiancopula.hpp.