Class MinCopula

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The min copula, C(x, y) = max(x + y − 1, 0), the Fréchet-Hoeffding lower bound.

public sealed class MinCopula

Inheritance

object

MinCopula

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable. On the unit square's edges it returns the boundary values, C(u, 0) = C(0, v) = 0, C(u, 1) = u and C(1, v) = v, before its formula, as every copula here does; this one's formula meets them.

Constructors

MinCopula()

public MinCopula()

Methods

Evaluate(double, double)

The copula's value.

public double Evaluate(double x, double y)

Parameters

x double

The first argument, in [0, 1].

y double

The second argument, in [0, 1].

Returns

double

C(x, y).

Exceptions

ArgumentException

x or y is outside [0, 1].