Class ClaytonCopulaRng

Clayton copula random-number generator

Hierarchy

ClaytonCopulaRng

Index

Constructors

constructor

Properties

Methods

next

Constructors

constructor

new ClaytonCopulaRng(uniformGenerator: RNG<Real>, theta: Real): ClaytonCopulaRng

- Defined in ql/experimental/math/claytoncopularng.ts:10
Parameters
- uniformGenerator: RNG<Real>
- theta: Real
Returns ClaytonCopulaRng

Properties

Private _theta

_theta: Real

Private _uniformGenerator

_uniformGenerator: RNG<Real>

Methods

next

next(): Sample<Real[]>

- Defined in ql/experimental/math/claytoncopularng.ts:23
Returns Sample<Real[]>