Class FrankCopulaRng

Hierarchy

FrankCopulaRng

Index

Constructors

constructor

Properties

Methods

next

Constructors

constructor

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

- Defined in ql/experimental/math/frankcopularng.ts:9
Parameters
- uniformGenerator: RNG<Real>
- theta: Real
Returns FrankCopulaRng

Properties

Private _theta

_theta: Real

Private _uniformGenerator

_uniformGenerator: RNG<Real>

Methods

next

next(): Sample<Real[]>

- Defined in ql/experimental/math/frankcopularng.ts:19
Returns Sample<Real[]>