correction

iitis · Apr 28, 2020 · 160276b · 160276b
1 parent 6332a13
commit 160276b
Show file tree

Hide file tree

Showing 4 changed files with 6 additions and 6 deletions.
diff --git a/Project.toml b/Project.toml
@@ -34,5 +34,6 @@ SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Cubature = "667455a9-e2ce-5579-9412-b964f529a492"
 PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
 
+
 [targets]
 test = ["Test", "PyCall", "Cubature"]
diff --git a/src/DatagenCopulaBased.jl b/src/DatagenCopulaBased.jl
@@ -12,7 +12,6 @@ module DatagenCopulaBased
   using Distributed
   using SharedArrays
 
-
   include("sampleunivdists.jl")
 
   # dispatching of the generator

diff --git a/src/eliptic_fr_mo_copulas.jl b/src/eliptic_fr_mo_copulas.jl
@@ -32,7 +32,7 @@ struct Gaussian_cop
 end
 
 """
-    simulate_copula(t::Int, copula::Gaussian_cop)
+    simulate_copula(t::Int, copula::Gaussian_cop; rng::AbstractRNG = Random.GLOBAL_RNG)
 
 Returns t realizations of the Gaussian copula
 
@@ -99,7 +99,7 @@ struct Student_cop
 end
 
 """
-    simulate_copula(t::Int, copula::Student _cop)
+    simulate_copula(t::Int, copula::Student _cop; rng::AbstractRNG = Random.GLOBAL_RNG)
 
 Returns t realizations of the t-Student Copula
 
@@ -187,7 +187,7 @@ struct Frechet_cop
 end
 
 """
-    simulate_copula(t::Int, copula::Frechet_cop)
+    simulate_copula(t::Int, copula::Frechet_cop; rng::AbstractRNG = Random.GLOBAL_RNG)
 
 Returns t realizatioins of data from the Frechet copula
 
@@ -337,7 +337,7 @@ struct Marshall_Olkin_cop
 end
 
 """
-    simulate_copula(t::Int, copula::Marshall_Olkin_cop(λ))
+    simulate_copula(t::Int, copula::Marshall_Olkin_cop(λ); rng::AbstractRNG = Random.GLOBAL_RNG)
 
 Returns t realizations of the n-variate Marshall-Olkin copula:
 

diff --git a/test/higher_order_cors_tests.jl b/test/higher_order_cors_tests.jl
@@ -96,7 +96,7 @@ end
     @test pvalue(ExactOneSampleKSTest(x1[:,1], Normal(0,S[1]))) > α
     @test pvalue(ExactOneSampleKSTest(x1[:,3], Normal(0,S[3]))) > α
 
-    @test norm(cor(y)-cor(x1))/norm(cor(y)) < 0.115
+    @test norm(cor(y)-cor(x1))/norm(cor(y)) < 0.118
     @test maximum(abs.(cor(y)-cor(x1))) < 0.24
 
     x1 = gcop2arch(y, ["amh" => [1,2,3]])