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abstract type Generator endmax_monotony(Generator) =...\phi(Generator) =....\phi_inv(Generator) =...# with an adequate default methodwilliamson_dist(Generator,d) =...# with an adequate default method.
then
struct WilliamsonGenerator <:Generator
X::TX# the random variable
d::Int# the dimension in which the transformation has been done. endstruct ClaytonGenerator <:Generator
theta::Tend
with the appropriate methods overloads.
And then we can construct copulas as
# for archimedeans:
ClaytonCopula{d,T} = ArchimedeanCopula{d,ClatyonGenerator{T}}
# or even struct LiouvilleCopula{d,V,G}
alpha::V# vector of dirichlet parameters
phi::G# archimedean generatorend
it is still unclear how the other methods (fitting, tau, invtau, rho, invrho) will be implemented for specific archimedeans..
It will also easily allow for nested archimedeans, by defining e.g.
The idea is to have
then
with the appropriate methods overloads.
And then we can construct copulas as
it is still unclear how the other methods (fitting, tau, invtau, rho, invrho) will be implemented for specific archimedeans..
It will also easily allow for nested archimedeans, by defining e.g.
that recursively checks possibility by using the nesting conditions through e.g.
maybe even a generic can_nest could be implemented ? I dunno if it is even possible.
So maybe
ArchimedeanCopula<:LiouvilleCopula
should be true ?The text was updated successfully, but these errors were encountered: