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Add RotatedCopula
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10 files changed

+368
-2
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‎lib/src/CMakeLists.txt‎

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ot_add_current_dir_to_include_dirs ()
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ot_add_source_file (RotatedCopula.cxx)
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ot_add_source_file (VineCopulaFactory.cxx)
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ot_add_source_file (VineCopula.cxx)
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ot_install_header_file (RotatedCopula.hxx)
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ot_install_header_file (VineCopulaFactory.hxx)
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ot_install_header_file (VineCopula.hxx)
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‎lib/src/RotatedCopula.cxx‎

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// -*- C++ -*-
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/**
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* @brief RotatedCopula
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*
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* Copyright 2005-2025 Airbus-EDF-IMACS-ONERA-Phimeca
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*
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* This library is free software: you can redistribute it and/or modify
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* it under the terms of the GNU Lesser General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public License
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* along with this library. If not, see <http://www.gnu.org/licenses/>.
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*
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*/
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#include "otvine/RotatedCopula.hxx"
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#include <openturns/PersistentObjectFactory.hxx>
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#include <vinecopulib.hpp>
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using namespace OT;
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namespace OTVINE
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{
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CLASSNAMEINIT(RotatedCopula);
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static Factory<RotatedCopula> Factory_RotatedCopula;
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/* Default constructor */
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RotatedCopula::RotatedCopula()
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: DistributionImplementation()
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{
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isCopula_ = true;
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setName("RotatedCopula");
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}
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RotatedCopula::RotatedCopula(const OT::Distribution & copula, const Rotation rotation)
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: DistributionImplementation()
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, copula_(copula)
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, rotation_(rotation)
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{
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isCopula_ = true;
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setName("RotatedCopula");
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setDimension(copula.getDimension());
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setDescription(copula.getDescription());
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computeRange();
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if (!copula.isCopula())
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throw InvalidArgumentException(HERE) << "RotatedCopula distribution is not a copula";
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if (copula.getDimension() != 2)
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throw NotYetImplementedException(HERE) << "RotatedCopula only supports dimension 2";
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}
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/* Virtual constructor method */
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RotatedCopula * RotatedCopula::clone() const
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{
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return new RotatedCopula(*this);
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}
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Point RotatedCopula::rotate(const Point & x, const Bool inverse) const
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{
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if (x.getDimension() != 2)
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throw NotYetImplementedException(HERE) << "RotatedCopula only supports dimension 2";
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const Scalar u1 = x[0];
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const Scalar u2 = x[1];
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Rotation rotation = static_cast<Rotation>(rotation_);
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if (inverse)
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{
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switch (rotation)
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{
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case (ROTATION_90):
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rotation = ROTATION_270;
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break;
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case (ROTATION_270):
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rotation = ROTATION_90;
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break;
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default:
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break;
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}
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}
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switch (rotation)
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{
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case (ROTATION_0):
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return {u1, u2};
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case (ROTATION_90):
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return {u2, 1.0 - u1};
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case (ROTATION_180):
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return {1.0 - u2, 1.0 - u1};
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case (ROTATION_270):
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return {1.0 - u2, u1};
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default:
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throw NotYetImplementedException(HERE) << "RotatedCopula invalid rotation";
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}
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}
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/* Get the PDF of the distribution */
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Scalar RotatedCopula::computePDF(const Point & point) const
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{
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return copula_.computePDF(rotate(point));
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}
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/* Get the CDF of the distribution */
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Scalar RotatedCopula::computeCDF(const Point & point) const
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{
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// https://quantitative-thinking.com/copula_theory/cop_modifications/clockwise_rot.html
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const Scalar cdf0 = copula_.computeCDF(rotate(point));
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switch (rotation_)
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{
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case (ROTATION_0):
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return cdf0;
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case (ROTATION_90):
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return copula_.computeCDF(Point({point[1], 1.0})) - cdf0;
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case (ROTATION_180):
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return 1.0 - copula_.computeCDF(Point({1.0, 1.0 - point[1]})) - copula_.computeCDF(Point({1.0 - point[0], 1.0})) + cdf0;
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case (ROTATION_270):
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return copula_.computeCDF(Point({1.0, point[0]})) - cdf0;
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default:
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throw NotYetImplementedException(HERE) << "RotatedCopula invalid rotation";
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}
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}
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/* Get one realization of the distribution */
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Point RotatedCopula::getRealization() const
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{
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const Point x = copula_.getRealization();
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return rotate(x, true);
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}
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/* Parameters value accessor */
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Point RotatedCopula::getParameter() const
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{
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return copula_.getParameter();
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}
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void RotatedCopula::setParameter(const Point & parameter)
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{
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copula_.setParameter(parameter);
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}
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/* Parameters description accessor */
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Description RotatedCopula::getParameterDescription() const
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{
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return copula_.getParameterDescription();
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}
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/* Comparison operator */
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Bool RotatedCopula::operator ==(const RotatedCopula & other) const
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{
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if (this == &other) return true;
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return (copula_ == other.copula_) && (rotation_ == other.rotation_);
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}
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Bool RotatedCopula::equals(const DistributionImplementation & other) const
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{
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const RotatedCopula* p_other = dynamic_cast<const RotatedCopula*>(&other);
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return p_other && (*this == *p_other);
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}
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/* String converter */
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String RotatedCopula::__repr__() const
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{
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OSS oss;
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oss << "class=" << RotatedCopula::GetClassName() << " copula=" << copula_ << " rotation=" << rotation_ * 90;
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return oss;
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}
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String RotatedCopula::__str__(const String &) const
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{
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OSS oss;
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oss << "RotatedCopula(copula=" << copula_.__str__() << ", rotation=" << rotation_ * 90 << ")";
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return oss;
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}
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Bool RotatedCopula::isContinuous() const
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{
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return copula_.isContinuous();
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}
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/* Method save() stores the object through the StorageManager */
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void RotatedCopula::save(Advocate & adv) const
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{
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DistributionImplementation::save(adv);
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adv.saveAttribute("copula_", copula_);
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adv.saveAttribute("rotation_", rotation_);
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}
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/* Method load() reloads the object from the StorageManager */
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void RotatedCopula::load(Advocate & adv)
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{
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DistributionImplementation::load(adv);
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adv.loadAttribute("copula_", copula_);
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adv.loadAttribute("rotation_", rotation_);
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computeRange();
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}
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} /* namespace OTVINE */

‎lib/src/otvine/RotatedCopula.hxx‎

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// -*- C++ -*-
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/**
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* @brief RotatedCopula
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*
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* Copyright 2005-2025 Airbus-EDF-IMACS-ONERA-Phimeca
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*
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* This library is free software: you can redistribute it and/or modify
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* it under the terms of the GNU Lesser General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public License
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* along with this library. If not, see <http://www.gnu.org/licenses/>.
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*
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*/
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#ifndef OTVINE_ROTATEDCOPULA_HXX
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#define OTVINE_ROTATEDCOPULA_HXX
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#include <openturns/DistributionImplementation.hxx>
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#include <openturns/Distribution.hxx>
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#include "otvine/otvineprivate.hxx"
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namespace OTVINE
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{
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/**
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* @class RotatedCopula
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*
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* RotatedCopula is some vinecopulafactory type to illustrate how to add some classes in OpenTURNS
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*/
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class OTVINE_API RotatedCopula
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: public OT::DistributionImplementation
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{
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CLASSNAME
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public:
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/** Default constructor */
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RotatedCopula();
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enum Rotation {ROTATION_0, ROTATION_90, ROTATION_180, ROTATION_270};
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explicit RotatedCopula(const OT::Distribution & copula, const Rotation = ROTATION_90);
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/** Virtual constructor method */
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RotatedCopula * clone() const override;
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OT::Bool operator ==(const RotatedCopula & other) const;
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protected:
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OT::Bool equals(const DistributionImplementation & other) const override;
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public:
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/** String converter */
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OT::String __repr__() const override;
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OT::String __str__(const OT::String & offset = "") const override;
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/** Get one realization of the distribution */
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OT::Point getRealization() const override;
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/** Get the PDF of the distribution */
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using OT::DistributionImplementation::computePDF;
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OT::Scalar computePDF(const OT::Point & point) const override;
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/** Get the CDF of the distribution */
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using OT::DistributionImplementation::computeCDF;
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OT::Scalar computeCDF(const OT::Point & point) const override;
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/** Parameters value accessors */
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void setParameter(const OT::Point & parameter) override;
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OT::Point getParameter() const override;
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/** Parameters description accessor */
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OT::Description getParameterDescription() const override;
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/** Check if the distribution is continuous */
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OT::Bool isContinuous() const override;
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/** Method save() stores the object through the StorageManager */
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void save(OT::Advocate & adv) const override;
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/** Method load() reloads the object from the StorageManager */
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void load(OT::Advocate & adv) override;
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private:
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OT::Point rotate(const OT::Point & x, const OT::Bool inverse = false) const;
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OT::Distribution copula_;
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OT::UnsignedInteger rotation_ = ROTATION_0;
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}; /* class RotatedCopula */
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} /* namespace OTVINE */
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#endif /* OTVINE_ROTATEDCOPULA_HXX */

‎python/doc/user_manual/user_manual.rst‎

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:template: class.rst_t
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VineCopulaFactory
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VineCopula
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RotatedCopula

‎python/src/CMakeLists.txt‎

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ot_add_python_module( ${PACKAGE_NAME} ${PACKAGE_NAME}_module.i
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RotatedCopula.i RotatedCopula_doc.i
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VineCopula.i VineCopula_doc.i
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VineCopulaFactory.i VineCopulaFactory_doc.i
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)

‎python/src/RotatedCopula.i‎

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// SWIG file RotatedCopula.i
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%{
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#include "otvine/RotatedCopula.hxx"
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%}
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%include RotatedCopula_doc.i
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%copyctor OTVINE::RotatedCopula;
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%include otvine/RotatedCopula.hxx

‎python/src/RotatedCopula_doc.i‎

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%feature("docstring") OTVINE::RotatedCopula
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"Rotated copula.
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Parameters
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----------
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copula : :py:class:`openturns.Distribution`
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A copula
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rotation : int
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The rotation index:
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- otvine.RotatedCopula.ROTATION_0
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- otvine.RotatedCopula.ROTATION_90
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- otvine.RotatedCopula.ROTATION_180
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- otvine.RotatedCopula.ROTATION_270
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Examples
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--------
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>>> import otvine
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>>> import openturns as ot
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>>> copula = ot.GumbelCopula()
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>>> rotated = otvine.RotatedCopula(copula, otvine.ROTATION_180)
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"

‎python/src/otvine_module.i‎

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// The new classes
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%include otvine/otvineprivate.hxx
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%include RotatedCopula.i
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%include VineCopula.i
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%include VineCopulaFactory.i
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‎python/test/CMakeLists.txt‎

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endmacro ()
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ot_pyinstallcheck_test (RotatedCopula_std IGNOREOUT)
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ot_pyinstallcheck_test (VineCopulaFactory_std IGNOREOUT)
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ot_pyinstallcheck_test (docstring IGNOREOUT)
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