Description of the class TAMHCopula. More...

#include <TAMHCopula.h>

Inheritance diagram for URANIE::Sampler::TAMHCopula:

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Collaboration diagram for URANIE::Sampler::TAMHCopula:

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Public Member Functions
Constructor and Destructor
	TAMHCopula (URANIE::DataServer::TDataServer *tds, Double_t dparam, Int_t nCalcul)
	Default constructor.

virtual	~TAMHCopula ()
	Default destructor.

Generation of the sample
void	generateUMatrix (Option_t *option)
	Generates the matrix of U.

Printing Log
virtual void	printLog (Option_t *option="")
	Prints the log.

Public Member Functions inherited from URANIE::Sampler::TArchimedianCopula
	TArchimedianCopula (URANIE::DataServer::TDataServer *tds, Double_t dparam, Int_t nCalcul)
	Default constructor.

virtual	~TArchimedianCopula ()
	Default destructor.

Public Member Functions inherited from URANIE::Sampler::TCopula
	TCopula (URANIE::DataServer::TDataServer tds, Option_t option, Int_t nCalcul)
	Constructor with a TDataServer, the options and the size of the sample.

virtual	~TCopula ()
	Default destructor.

void	generateSample (Option_t *option="")
	Generates the sample.

Public Member Functions inherited from URANIE::Sampler::TSamplerStochastic
	TSamplerStochastic (URANIE::DataServer::TDataServer tds, Option_t option, Int_t nCalcul)
	Constructor with a dataserver.

virtual	~TSamplerStochastic ()
	Default destructor.

void	setSeed (Int_t ind=0)
	Init the seed.

Int_t	getSeed ()
	Returns the seed value.

Public Member Functions inherited from URANIE::Sampler::TSampler
	TSampler (URANIE::DataServer::TDataServer tds, Option_t option, Int_t nCalcul)
	Constructor with a TDataServer, the options and the size of the sample.

virtual	~TSampler ()
	Default destructor.

Int_t	GetID ()
	Returns the ID of the class.

void	setMethodName (TString str)
	Sets the method name in a global variable.

TString	getMethodName ()
	Gets the method name.

virtual URANIE::DataServer::TDataServer *	getTDS ()
	Return the TDS filling by the sampling algorithm.

void	parseOption (Option_t *option)
	Parse the option.

virtual void	createListOfAttributes ()
	Creates the List of attributes to simulate.

virtual void	createTuple ()
	Creates the TDSNtupleD of data with only the TStochasticAttributes.

URANIE::DataServer::TDSNtupleD *	getTuple ()
	Returns the TDSNtupleD of data.

virtual void	fillOtherAttributes ()
	Fills the TDSNtupleD of data with other TFormulaAttributes.

void	setLog ()

void	unsetLog ()

void	changeLog ()

Bool_t	getLog ()

Additional Inherited Members
Public Attributes inherited from URANIE::Sampler::TArchimedianCopula
Double_t	_dparam
	the parameter of the archimediam copula

Public Attributes inherited from URANIE::Sampler::TCopula
TMatrixD	_matUValue
	The matrix of U values

Public Attributes inherited from URANIE::Sampler::TSampler
Int_t	_nS
	The size of the sample.

Int_t	_nX
	The size of attributes to sample.

URANIE::DataServer::TDSNtupleD *	_ntsample
	the tntuple of data

TString	_sMethod
	The title of the sampler method.

Bool_t	_blog
	Log Printing.

Bool_t	_bupdateFile
	Update the back up file when generating the attributeformula if there is some.

URANIE::DataServer::TDataServer *	_tds
	Pointer to a TDS.

TList *	_lstOfAttributesToSample
	The list of Stochastic Attributes to sample.

Protected Member Functions inherited from URANIE::Sampler::TSamplerStochastic
virtual void	init ()
	The preprocessing step.

virtual void	terminate ()
	The post-processing step.

Protected Attributes inherited from URANIE::Sampler::TSamplerStochastic
Int_t	_nSeed

Detailed Description

Description of the class TAMHCopula.

the Ali-Mikhail-Haq (AMH ) Copula with parameter $\theta \in [-1, 1]$

$C(u_1, u_2 ; \theta) \: = \: \frac{u_1 u_2}{1 - \theta(1-u)(1-v)} \: , \: \theta\in[-1,1]$

We use the Johnson algorithm (1986) to generate random variates from a Ali-Mikhail-Haq distribution with parameter $\theta \in [-1., 1.]$ .

Generate two independent uniform variate $(u,t) \in (0,1)$
Set
$b = -\theta(2at+1)+2\theta^2a^2t+1$
$c = \theta^2(4a^2t-4at+1)-\theta(4at-4t+2)+1$
$v = \frac{2t(a\theta-1)^2}{b+\sqrt{c}}$
the desired pair is