Copula class=ClaytonCopula name=a clayton copula dimension=2 theta=2.5
Copula ClaytonCopula(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=[0.629877,0.901557]
oneSample=class=Sample name=a clayton copula implementation=class=SampleImplementation name=a clayton copula size=10 dimension=2 description=[X0,X1] data=[[0.135276,0.0526823],[0.347057,0.895953],[0.92068,0.794201],[0.0632061,0.0551566],[0.714382,0.621802],[0.373767,0.583326],[0.883503,0.65348],[0.92851,0.935197],[0.684575,0.88113],[0.359802,0.865943]]
anotherSample mean=class=Point name=Unnamed dimension=2 values=[0.502777,0.50134]
anotherSample covariance=class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.0845153,0.0628988,0.0628988,0.0838004]
point= class=Point name=Unnamed dimension=2 values=[0.2,0.2] ddf=[-8.01112,-8.01112] ddf (FD)=[-8.01111,-8.01111] pdf=3.3879 cdf=0.152117
Survival      =0.752117
Survival (ref)=0.752117
Inverse survival=class=Point name=Unnamed dimension=2 values=[0.0402547,0.0402547]
Survival(inverse survival)=0.95
Quantile=class=Point name=Unnamed dimension=2 values=[0.618165,0.618165]
CDF(quantile)=0.5
Minimum volume interval=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0156773,0.0156773] upper bound=class=Point name=Unnamed dimension=2 values=[0.984323,0.984323] finite lower bound=[1,1] finite upper bound=[1,1]
threshold=0.968645
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(ClaytonCopula(theta = 2.5)) gradientImplementation=MinimumVolumeLevelSetGradient(ClaytonCopula(theta = 2.5)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=2 values=[0.0001,0.0001] evaluation=MinimumVolumeLevelSetEvaluation(ClaytonCopula(theta = 2.5)) level=0.815537
beta=0.442402
Bilateral confidence interval=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0156773,0.0156773] upper bound=class=Point name=Unnamed dimension=2 values=[0.984323,0.984323] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.968645
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=[0.973879,0.973879] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.973879
Unilateral confidence interval (upper tail)=class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[0.0402547,0.0402547] upper bound=class=Point name=Unnamed dimension=2 values=[1,1] finite lower bound=[1,1] finite upper bound=[1,1]
beta=0.959745
covariance=class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.08333,0.06184,0.06184,0.08333]
correlation=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.742,0.742,1]
spearman=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.742,0.742,1]
kendall=class=CorrelationMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[1,0.5556,0.5556,1]
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=ClaytonCopula name=a clayton copula dimension=2 theta=2.5
margins PDF=2.75468
margins CDF=0.190662
margins quantile=class=Point name=Unnamed dimension=2 values=[0.973879,0.973879]
margins CDF(quantile)=0.95
margins realization=class=Point name=Unnamed dimension=2 values=[0.196586,0.274622]
ClaytonCopula(theta = 1e-12)
PDF([1e-12,1e-12])=1.00000000071
CDF([1e-12,1e-12])=1.00000000076e-24
ClaytonCopula(theta = 9e-09)
PDF([1e-07,1e-07])=1.00000205701
CDF([1e-07,1e-07])=1.00000233814e-14
ClaytonCopula(theta = 1.1e-08)
PDF([0.1,0.1])=1.00000001866
CDF([0.1,0.1])=0.0100000005832
ClaytonCopula(theta = -0.99)
PDF([0.5,0.5])=1.38641895688
CDF([0.5,0.5])=0.00661510662812
ClaytonCopula(theta = 99)
PDF([0.1,0.1])=248.255741658
CDF([0.1,0.1])=0.0993022966632
ClaytonCopula(theta = 110)
PDF([0.1,0.1])=275.756876477
CDF([0.1,0.1])=0.099371847379
ClaytonCopula(theta = 100000)
PDF([0.1,0.1])=250000.767121
CDF([0.1,0.1])=0.0999993068552
