tCopula.h

#ifndef tCopula_h__
#define tCopula_h__
#include "AbsaractCopula.h"
#include "tDist.h"
namespace Multivariate{

    class tCopula : public AbstarctCopula{
    private:
        tDistribution *LocalVersion;
    public:

        tCopula(unsigned int Dimension=2U, unsigned int DegFreedom=1U){BaseDist=new tDistribution(Dimension,DegFreedom); LocalVersion=static_cast<tDistribution*>(BaseDist);}

        tCopula(unsigned int Dimension, unsigned int DegFreedom,const Eigen::MatrixXd& ScalMatr);
        ~tCopula(){delete BaseDist;}

        bool SetScaleMatrix(const Eigen::MatrixXd& ScalMatr);

        bool SetScaleMatrix(const std::vector<double>& mVect, bool RowWise=true);

        const Eigen::MatrixXd& GetScaleMatrix() const {return LocalVersion->GetScaleMatrix();}

        bool SetDegreesOfFreedom(unsigned int a);

        unsigned int GetDegreesOfFreedom() const {return LocalVersion->GetDegreesOfFreedom();}

        Eigen::MatrixXd ExtractSamples(unsigned int NumSamples)const{if(GetDimension()>1U) return LocalVersion->ExtractSamplesCDF(NumSamples); return Eigen::MatrixXd();}

        double GetDensity(const Eigen::VectorXd& Coordinates)const;

        double GetCumulativeDesity(const Eigen::VectorXd& Coordinates)const;

        Eigen::VectorXd GetQuantile(double Prob)const;
        using Multivariate::AbstarctCopula::GetDensity;
        using Multivariate::AbstarctCopula::GetCumulativeDesity;
    };
}
#endif // tCopula_h__