Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12345]
▼Nstarvine | |
▼Nbvcopula | |
▼Ncopula | |
▼Nclayton_copula | |
CClaytonCopula | Clayton copula |
▼Ncopula_base | |
CCopulaBase | Bivariate Copula base class |
▼Nfrank_copula | |
CFrankCopula | Frank copula |
▼Ngauss_copula | |
CGaussCopula | Gaussian copula model single parameter |
▼Ngumbel_copula | |
CGumbelCopula | Gumbel copula single paramter model |
▼Nindep_copula | |
CIndepCopula | |
▼Nt_copula | |
CStudentTCopula | Student T copula 2 parameter model |
▼Ncopula_factory | |
CCopula | Returns a bivariate copula instance |
▼Npc_base | |
CPairCopula | Stores bivariate data for pair copula construction |
▼Ntests | |
▼Ntest_copula_cdf | |
CTestCopulaCDF | |
▼Ntest_freeze_params | |
CTestGaussFrozen | |
▼Ntest_multifit | |
CTestBivariateBase | |
▼Ntest_rotation | |
CTestRotateCopula | |
▼Ntest_sample_copula | |
CTestSampleCopula | |
▼Ntest_t_copula_fit | |
CTestTcopulaFit | |
▼Nmvar | |
▼Nmvd | |
CMvd | Multi-variate data class |
▼Ntests | |
▼Ntest_pca | |
CTestMvdPCA | |
▼Nuvar | |
▼Ntests | |
▼Ntest_beta_fit | |
CTestBetaFit | Check correctness of all fitting methods: |
▼Ntest_gamma_fit | |
CTestGammaFit | Check correctness of all fitting methods: |
▼Ntest_gaussian_fit | |
CTestNormFit | |
▼Nuvd | |
CUvd | Container for univariate data |
▼Nuvmodel_factory | |
CUvm | Sinple univariate model factory |
▼Nuvmodels | |
▼Nuv_base | |
CGMMgeneric | General method of moments base class |
CUVmodel | Univariate parameterized model base class |
▼Nuv_beta | |
CUVBeta | Custom 2 parameter beta distribution |
▼Nuv_gamma | |
CUVGamma | Custom 2 parameter gamma distribution |
▼Nuv_gauss | |
CUVGauss | Custom 2 parameter gaussian distribution |
▼Nvine | |
▼Nbase_vine | |
CBaseVine | Regular vine base class |
▼NC_vine | |
CCtree | A C-tree is a tree with a single root node |
CCvine | Cononical vine (C-vine) |
▼Npcc | |
CPairCopulaConstruction | Pair copula constructions are comprised of two "nodes" and one "edge" connecting them |
▼Ntree | |
CVtree | |
▼Ntest_C_vine_construct | |
CTestCvine | |