ICopula.h

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#ifndef ICOPULA_H
#define ICOPULA_H
 
#include "Math.h"
 
struct LogDensityDiff {
    double log_c;
    RealMatrix dlog_c;
    RealMatrix ddlog_c;
};
 
class ICopula {
public:
    virtual ~ICopula() = default;
 
    virtual std::vector<std::vector<double>> sample_u(std::size_t n) = 0;
 
    virtual std::vector<double> sample_u() = 0;
 
    virtual double log_density(std::vector<double> u) = 0;
 
    virtual RealMatrix dlog_density(std::vector<double> u) = 0;
 
    virtual RealMatrix ddlog_density(std::vector<double> u) = 0;
 
    virtual LogDensityDiff log_c_dc_ddc(std::vector<double> u) = 0;
};
 
#endif // ICOPULA_H