485485
486486
487487"""
488- TiltedGenerator(G, p, sJ) <: Generator
488+ TiltedGenerator(G, p, sJ)
489489
490490Archimedean generator tilted by conditioning on `p` components fixed at values
491491with cumulative generator sum `sJ = ∑ ϕ⁻¹(u_j)`. It defines
@@ -500,19 +500,20 @@ which yields the conditional copula within the Archimedean family for the
500500remaining d-p variables.
501501You will get a TiltedGenerator if you condition() an archimedean copula.
502502"""
503- struct TiltedGenerator{TG, T, p } <: Generator
503+ struct TiltedGenerator{TG, T} <: Generator
504504 G:: TG
505+ p:: Int
505506 sJ:: T
506507 den:: T
507508 function TiltedGenerator (G:: Generator , p:: Int , sJ:: T ) where {T<: Real }
508509 den = ϕ⁽ᵏ⁾ (G, p, sJ)
509- return new {typeof(G), T, p } (G, sJ, den)
510+ return new {typeof(G), T} (G, p , sJ, den)
510511 end
511512end
512- max_monotony (G:: TiltedGenerator{TG, T, p } ) where {TG, T, p } = max (0 , max_monotony (G. G) - p)
513- ϕ (G:: TiltedGenerator{TG, T, p } , t) where {TG, T, p } = ϕ⁽ᵏ⁾ (G. G, p, G. sJ + t) / G. den
514- ϕ⁻¹ (G:: TiltedGenerator{TG, T, p } , x) where {TG, T, p } = ϕ⁽ᵏ⁾⁻¹ (G. G, p, x * G. den; start_at = G. sJ) - G. sJ
515- ϕ⁽ᵏ⁾ (G:: TiltedGenerator{TG, T, p } , k:: Int , t) where {TG, T, p } = ϕ⁽ᵏ⁾ (G. G, k + p, G. sJ + t) / G. den
516- ϕ⁽ᵏ⁾⁻¹ (G:: TiltedGenerator{TG, T, p } , k:: Int , y; start_at = G. sJ) where {TG, T, p } = ϕ⁽ᵏ⁾⁻¹ (G. G, k + p, y * G. den; start_at = start_at+ G. sJ) - G. sJ
517- ϕ⁽¹⁾ (G:: TiltedGenerator{TG, T, p } , t) where {TG, T, p } = ϕ⁽ᵏ⁾ (G, 1 , t)
513+ max_monotony (G:: TiltedGenerator{TG, T} ) where {TG, T} = max (0 , max_monotony (G. G) - G . p)
514+ ϕ (G:: TiltedGenerator{TG, T} , t) where {TG, T} = ϕ⁽ᵏ⁾ (G. G, G . p, G. sJ + t) / G. den
515+ ϕ⁻¹ (G:: TiltedGenerator{TG, T} , x) where {TG, T} = ϕ⁽ᵏ⁾⁻¹ (G. G, G . p, x * G. den; start_at = G. sJ) - G. sJ
516+ ϕ⁽ᵏ⁾ (G:: TiltedGenerator{TG, T} , k:: Int , t) where {TG, T} = ϕ⁽ᵏ⁾ (G. G, k + G . p, G. sJ + t) / G. den
517+ ϕ⁽ᵏ⁾⁻¹ (G:: TiltedGenerator{TG, T} , k:: Int , y; start_at = G. sJ) where {TG, T} = ϕ⁽ᵏ⁾⁻¹ (G. G, k + G . p, y * G. den; start_at = start_at+ G. sJ) - G. sJ
518+ ϕ⁽¹⁾ (G:: TiltedGenerator{TG, T} , t) where {TG, T} = ϕ⁽ᵏ⁾ (G, 1 , t)
518519Distributions. params (G:: TiltedGenerator ) = (Distributions. params (G. G)... , sJ = G. sJ)
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