Copula class=FrankCopula name=a frank copula dimension=2 theta=2.5
Copula FrankCopula(theta = 2.5)
Mean class=Point name=Unnamed dimension=2 values=[0.5,0.5]
Elliptical distribution= false
Elliptical copula= false
Independent copula= false
oneRealization=class=Point name=Unnamed dimension=2 values=[0.629877,0.895308]
oneSample=class=Sample name=a frank copula implementation=class=SampleImplementation name=a frank copula size=10 dimension=2 description=[X0,X1] data=[[0.135276,0.016871],[0.347057,0.945426],[0.92068,0.721499],[0.0632061,0.142503],[0.714382,0.513452],[0.373767,0.654314],[0.883503,0.519404],[0.92851,0.915709],[0.684575,0.864187],[0.359802,0.923248]]
anotherSample mean=class=Point name=Unnamed dimension=2 values=[0.502777,0.501102]
anotherSample covariance=class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0845153,0.0329314,0.0329314,0.0835427]
point= class=Point name=Unnamed dimension=2 values=[0.2,0.2] ddf=class=Point name=Unnamed dimension=2 values=[-1.35738,-1.35738] ddf (FD)=class=Point name=Unnamed dimension=2 values=[-1.35738,-1.35738] pdf=1.44974 cdf=0.0738879
Survival      =0.673888
Survival (ref)=0.673888
Inverse survival=class=Point name=Unnamed dimension=2 values=[0.0258555,0.0258555]
Survival(inverse survival)=0.95
Quantile=class=Point name=Unnamed dimension=2 values=[0.662772,0.662772]
CDF(quantile)=0.5
Minimum volume interval=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0127327,0.0127327] upper bound=class=Point name=Unnamed dimension=2 values=[0.987267,0.987267] finite lower bound=[1,1] finite upper bound=[1,1]
threshold=0.974535
Minimum volume level set=class=LevelSet name=Unnamed dimension=2 function=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[x0,x1,y0] evaluationImplementation=MinimumVolumeLevelSetEvaluation(FrankCopula(theta = 2.5)) gradientImplementation=MinimumVolumeLevelSetGradient(FrankCopula(theta = 2.5)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=2 values=[0.0001,0.0001] evaluation=MinimumVolumeLevelSetEvaluation(FrankCopula(theta = 2.5)) level=0.654845
beta=0.519522
Bilateral confidence interval=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0127327,0.0127327] upper bound=class=Point name=Unnamed dimension=2 values=[0.987267,0.987267] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.974535
Unilateral confidence interval (lower tail)=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0,0] upper bound=class=Point name=Unnamed dimension=2 values=[0.974144,0.974144] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.974144
Unilateral confidence interval (upper tail)=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0258555,0.0258555] upper bound=class=Point name=Unnamed dimension=2 values=[1,1] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.974144
covariance=class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0833333,0.0321352,0.0321352,0.0833333]
correlation=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.385622,0.385622,1]
spearman=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.385622,0.385622,1]
kendall=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.262063,0.262063,1]
margin=class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1
margin CDF=0.25
margin quantile=class=Point name=Unnamed dimension=1 values=[0.95]
margin realization=class=Point name=Unnamed dimension=1 values=[0.294088]
margin=class=IndependentCopula name=IndependentCopula dimension=1
margin PDF=1
margin CDF=0.25
margin quantile=class=Point name=Unnamed dimension=1 values=[0.95]
margin realization=class=Point name=Unnamed dimension=1 values=[0.47206]
indices=[1,0]
margins=class=FrankCopula name=a frank copula dimension=2 theta=2.5
margins PDF=1.33439
margins CDF=0.107307
margins quantile=class=Point name=Unnamed dimension=2 values=[0.974144,0.974144]
margins CDF(quantile)=0.95
margins realization=class=Point name=Unnamed dimension=2 values=[0.196586,0.435233]
