Class GumbelCopula

Hierarchy

GumbelCopula

Implements

BinaryFunction<Real, Real, Real>

Index

Constructors

constructor

Properties

_theta

Methods

f

Constructors

constructor

new GumbelCopula(theta: Real): GumbelCopula

- Defined in ql/math/copulas/gumbelcopula.ts:8
Parameters
- theta: Real
Returns GumbelCopula

Properties

Private _theta

_theta: Real

Methods

f

f(x: Real, y: Real): Real

- Defined in ql/math/copulas/gumbelcopula.ts:16
Parameters
- x: Real
- y: Real
Returns Real