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Added LinearAlgebra prefix to Symmetric in TCopula #343

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Added LinearAlgebra prefix to Symmetric in TCopula #343

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050a1f9
Added LinearAlgebra prefix to Symmetric in TCopula
RRedding9 Nov 28, 2025
f6d534d
Added LinearAlgebra prefix to dot in TCopula
RRedding9 Nov 28, 2025
3494b6c
Refactor TCopula structure and documentation
RRedding9 Nov 28, 2025
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17 changes: 10 additions & 7 deletions src/EllipticalCopulas/TCopula.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -58,20 +58,20 @@ function DistortionFromCop(C::TCopula{D,ν,MT}, js::NTuple{p,Int}, uⱼₛ::NTup
if length(Jv) == 1
r = RiJ[1]; μz = r * zJ[1]; σ0² = 1 - r^2; δ = zJ[1]^2
else
L = LinearAlgebra.cholesky(Symmetric(ΣJJ))
μz = dot(RiJ, (L' \ (L \ zJ)))
σ0² = 1 - dot(RiJ, (L' \ (L \ RJi)))
y = L \ zJ; δ = dot(y, y)
L = LinearAlgebra.cholesky(LinearAlgebra.Symmetric(ΣJJ))
μz = LinearAlgebra.dot(RiJ, (L' \ (L \ zJ)))
σ0² = 1 - LinearAlgebra.dot(RiJ, (L' \ (L \ RJi)))
y = L \ zJ; δ = LinearAlgebra.dot(y, y)
end
νp = ν + length(Jv); σz = sqrt(max(σ0², zero(σ0²))) * sqrt((ν + δ) / νp)
return StudentDistortion(float(μz), float(σz), Int(ν), Int(νp))
end
function ConditionalCopula(C::TCopula{D,df,MT}, js, uⱼₛ) where {D,df,MT}
p = length(js); J = collect(Int, js); I = collect(setdiff(1:D, J)); Σ = C.Σ
if p == 1
Σcond = Σ[I, I] - Σ[I, J] * (Σ[J, I] / Σ[J, J])
Σcond = Σ[I, I] - Σ[I, J] * (Σ[J, J] \ Σ[J, I])
else
L = LinearAlgebra.cholesky(Symmetric(Σ[J, J]))
L = LinearAlgebra.cholesky(LinearAlgebra.Symmetric(Σ[J, J]))
Σcond = Σ[I, I] - Σ[I, J] * (L' \ (L \ Σ[J, I]))
end
σ = sqrt.(LinearAlgebra.diag(Σcond))
Expand All @@ -97,4 +97,7 @@ function _rebound_params(::Type{<:TCopula}, d::Int, α::AbstractVector{T}) where
return (; ν = ν, Σ = Σ)
end

_available_fitting_methods(::Type{<:TCopula}, d) = (:mle,)

_available_fitting_methods(::Type{<:TCopula}, d) = (:mle,)