GaussianCopulaConfig Struct Reference

Configuration object for a Gaussian copula. More...

#include <GaussianCopula.h>

Inheritance diagram for GaussianCopulaConfig:

Collaboration diagram for GaussianCopulaConfig:

Public Attributes
RealMatrix	R

Additional Inherited Members
Public Member Functions inherited from AbstractConfig
virtual	~AbstractConfig ()=default
	Virtual destructor to allow safe polymorphic deletion.

Detailed Description

Configuration object for a Gaussian copula.

The matrix R is expected to represent a correlation matrix (square, symmetric, unit diagonal, positive semidefinite ideally).

In practice, the implementation projects it to the nearest PSD matrix before use.

Definition at line 38 of file GaussianCopula.h.

Member Data Documentation

R

RealMatrix GaussianCopulaConfig::R

Definition at line 39 of file GaussianCopula.h.

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The documentation for this struct was generated from the following file:

• /home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Statistic/domain/Copula/GaussianCopula.h