vinecopulib::Vinecop::PdfWithHfuncsResult struct
#include <vinecopulib/include/vinecopulib/vinecop/class.hpp>

The density together with the per-edge quantities computed on the way, as returned by pdf_full().

The triangular arrays are indexed (tree, edge). _sub holds the h-functions of the second ("sub") argument needed for discrete variables. The derivative routines take these as input rather than recomputing the h-function cascade.

Public variables

Eigen::VectorXd pdf
Eigen::VectorXd logpdf
TriangularArray<Eigen::VectorXd> pdf_edges
TriangularArray<Eigen::VectorXd> hfunc1
TriangularArray<Eigen::VectorXd> hfunc2
TriangularArray<Eigen::VectorXd> hfunc1_sub
TriangularArray<Eigen::VectorXd> hfunc2_sub