JointDistribution.h

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#ifndef JOINTDISTRIBUTION_H
#define JOINTDISTRIBUTION_H
 
#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"
 
class JointDistribution {
public:
    JointDistribution(std::vector<std::unique_ptr<IMarginalDistribution>> marginals,
                          std::unique_ptr<ICopula> copula);
    
    std::vector<std::vector<double>> sample(std::size_t n) const;
 
    std::vector<double> sample() const;
 
    double logpdf(std::vector<double> x) const;
 
    RealMatrix curvature(std::vector<double> x) const;
 
    std::size_t dim();
 
    std::vector<double> get_stds();
 
private:
    std::vector<std::unique_ptr<IMarginalDistribution>> marginals_; 
    std::unique_ptr<ICopula> copula_;                               
};
 
 
 
#endif