StudentTCopula.h

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#ifndef STUDENTTCOPULA_H
#define STUDENTTCOPULA_H
 
#include <gsl/gsl_sf.h>
 
#include "GenericCopula.h"
#include "Math.h"
#include "AbstractConfig.h"
 
struct StudentTCopulaConfig : public AbstractConfig {
    RealMatrix R;   
    int nu;         
};
 
class StudentTCopula : public GenericCopula {
public:
    explicit StudentTCopula(unsigned int seed, RealMatrix R, int nu);
 
    std::vector<std::vector<double>> sample_u(std::size_t n) override;
 
    std::vector<double> sample_u() override;
 
    double log_density(std::vector<double> u) override;
 
    RealMatrix dlog_density(std::vector<double> u) override;
 
    RealMatrix ddlog_density(std::vector<double> u) override;
 
    LogDensityDiff log_c_dc_ddc(std::vector<double> u) override { return LogDensityDiff(); }
 
private:
    int nu;                 
    RealMatrix R;           
    RealMatrix R_inv;       
    RealMatrix L;           
    double logdet;          
};
 
#endif // STUDENTTCOPULA_H