55using CopulaConfig = std::variant<GaussianCopulaConfig, StudentTCopulaConfig>;
Enumerates the supported copula families.
CopulaType
Identifies the copula family used to model dependence.
Gaussian copula implementation.
Abstract interface for multivariate copulas.
Student-t copula implementation.
Factory for constructing concrete copulas from a type tag and configuration.
static std::unique_ptr< ICopula > create(CopulaType name, CopulaConfig config, unsigned int seed=std::random_device{}())
Creates a concrete copula instance.