Class FarlieGumbelMorgensternCopulaRng

Farlie-Gumbel-Morgenstern copula random-number generator

Hierarchy

FarlieGumbelMorgensternCopulaRng

Index

Constructors

constructor

Properties

Methods

next

Constructors

constructor

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

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

Properties

Private _theta

_theta: Real

Private _uniformGenerator

_uniformGenerator: RNG<Real>

Methods

next

next(): Sample<Real[]>

- Defined in ql/experimental/math/farliegumbelmorgensterncopularng.ts:20
Returns Sample<Real[]>