JointDistribution.h File Reference

Joint probability distribution built from marginals and a copula. More...

#include <cmath>
#include <cstddef>
#include <iomanip>
#include <iostream>
#include <limits>
#include <memory>
#include <random>
#include <stdexcept>
#include <string>
#include <vector>
#include <algorithm>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_linalg.h>
#include "Include.h"
#include "IMarginalDistribution.h"
#include "ICopula.h"
#include "Math.h"

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Classes
class	JointDistribution
	Multivariate distribution represented through marginals and a copula. More...

Detailed Description

Joint probability distribution built from marginals and a copula.

This header defines JointDistribution, which combines independent marginal distribution objects with a copula object to represent a correlated multivariate distribution.

See also

IMarginalDistribution

ICopula

Definition in file JointDistribution.h.