CopulaFactory.h File Reference

Factory utilities for constructing copula objects from typed configurations. More...

#include <memory>
#include <random>
#include <algorithm>
#include <variant>
#include "CopulaType.h"
#include "ICopula.h"
#include "GaussianCopula.h"
#include "StudentTCopula.h"

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Classes
class	CopulaFactory
	Factory for constructing concrete copulas from a type tag and configuration. More...

Typedefs
using	CopulaConfig = std::variant< GaussianCopulaConfig, StudentTCopulaConfig >
	Variant type gathering all supported copula configuration objects.

Detailed Description

Factory utilities for constructing copula objects from typed configurations.

This header defines:

• CopulaConfig, a std::variant of supported copula configuration types,
• CopulaFactory, a factory class used to build concrete ICopula implementations from a CopulaType and a matching configuration.

The goal is to decouple:

• the user-facing choice of copula family,
• the concrete implementation class,
• and the configuration payload associated with that family.

Typical usage:

GaussianCopulaConfig cfg{R};
auto cop = CopulaFactory::create(CopulaType::GAUSSIAN, cfg, 12345);
 
Vector u = cop->sample_u();

Note

The configuration is stored in a std::variant, so only one supported configuration type can be provided at a time.

See also

ICopula

CopulaType

GaussianCopula

StudentTCopula

Definition in file CopulaFactory.h.

Typedef Documentation

CopulaConfig

CopulaConfig

Variant type gathering all supported copula configuration objects.

A CopulaConfig currently holds one of:

• GaussianCopulaConfig
• StudentTCopulaConfig

This type is meant to be passed to CopulaFactory::create().

Definition at line 55 of file CopulaFactory.h.