| Safe Haskell | Safe-Inferred |
|---|---|
| Language | Haskell2010 |
QuantLib.Math.Copulas
- class Copula a
- data Copulas
- = ClaytonCopula Double
- | MinCopula
- | MaxCopula
- | AliMikhailHaqCopula Double
- | FarlieGumbelMorgensternCopula Double
- | FrankCopula Double
- | GalambosCopula Double
- | GaussianCopula Double
- | GumbelCopula Double
- | HuslerReissCopula Double
- | IndependentCopula
- | MarshallOlkinCopula Double Double
- | PlackettCopula Double
Documentation
Copula type class. -| Normally instance should implement only copulaFunc. -| Method copula provides a precheck for [0..1] range for x and y but real implementation is in copulaFunc
Minimal complete definition
copulaFunc
Copula data types with parameters required by the concrete copula definition
Constructors
| ClaytonCopula Double | Clayton copula |
| MinCopula | Min copula |
| MaxCopula | Max copula |
| AliMikhailHaqCopula Double | Ali-Mikhail-Haq copula |
| FarlieGumbelMorgensternCopula Double | Farlie-Gumbel-Morgenstern copula |
| FrankCopula Double | Frank copula |
| GalambosCopula Double | Galambos copula |
| GaussianCopula Double | Gaussian copula Not implemented yet! |
| GumbelCopula Double | Gumbel copula |
| HuslerReissCopula Double | Husler-Reiss copula Not implemented yet! |
| IndependentCopula | Independent copula |
| MarshallOlkinCopula Double Double | Marshall-Olkin copula |
| PlackettCopula Double | Plackett copula |