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correct nested copula generator
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kdomino committed Feb 13, 2020
1 parent 3151993 commit bc3fad0
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2 changes: 1 addition & 1 deletion src/sampleunivdists.jl
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Expand Up @@ -85,7 +85,7 @@ Ginv(y::Float64, α::Float64) = ((1-y)*SpecialFunctions.gamma(1-α))^(-1/α)
Returns Float64, n-th element of the inverse laplacea transform of generator of Joe nested copula
"""
InvlaJ(n::Int, α::Float64) = 1-1/(n*beta(n, 1-α))
InvlaJ(n::Int, α::Float64) = 1-1/(n*beta(1.0*n, 1-α))

"""
sampleInvlaJ(α::Float64, v::Float64)
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1 change: 1 addition & 0 deletions test/multiproctests.jl
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@@ -1,3 +1,4 @@
@everywhere using HypothesisTests
α = 0.025

@testset "multiprocessing tests" begin
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