Merge pull request #36 from lrnv/fix_miscelaneous

Adding special routes for the independent copulas sampling cdf and pdf, fix a few typos, add a test

src/ArchimedeanCopulas/IndependentCopula.jl

@@ -19,13 +19,22 @@ It happends to be an Archimedean Copula, with generator :
 ```
 """
 struct IndependentCopula{d} <: ArchimedeanCopula{d} end
-IndependentCopula(d) = IndependentCopula{d}
-function Distributions._logpdf(::IndependentCopula{d},u) where d
-    return all(0 .<= u .<= 1) ? 1 : 0
+IndependentCopula(d) = IndependentCopula{d}()
+function Distributions._logpdf(C::IndependentCopula{d},u) where d
+    return all(0 .<= u .<= 1) ? zero(eltype(u)) : -Inf
 end
-function Distributions.cdf(::IndependentCopula{d},u) where d
-    return all(0 .<= u .<= 1) ? prod(u) : 0
+function Distributions.cdf(C::IndependentCopula{d},u) where d
+    return prod(u)
 end
 ϕ(::IndependentCopula,t) = exp(-t)
 ϕ⁻¹(::IndependentCopula,t) = -log(t)
 τ(::IndependentCopula) = 0
+
+# Exceptionally we overload the functions as we dont want to take the slow route of archemedean copulas for the independant copula. 
+
+function Distributions._rand!(rng::Distributions.AbstractRNG, C::IndependentCopula{d}, x::AbstractVector{T}) where {T<:Real,d}
+    Random.rand!(rng,x)
+end
+function Base.rand(rng::Distributions.AbstractRNG,C::IndependentCopula{d}) where {d}
+    rand(rng,length(C))
+end

src/Copulas.jl

@@ -61,8 +61,8 @@ end Copulas
     include("MiscellaneousCopulas/WCopula.jl")
     include("MiscellaneousCopulas/SurvivalCopula.jl")
     export MCopula,
-        Wcopula,
-        SurvivalCopula
+           WCopula,
+           SurvivalCopula
 
      # PrecompileTools stuff
      @setup_workload begin

src/MiscellaneousCopulas/MCopula.jl

@@ -1,6 +1,6 @@
 struct MCopula{d} <: Copula{d} end
 MCopula(d) = MCopula{d}()
-Distributions.cdf(::MCopula{d},u) where {d} = min(u)
+Distributions.cdf(::MCopula{d},u) where {d} = minimum(u)
 function Distributions._rand!(rng::Distributions.AbstractRNG, ::MCopula{d}, x::AbstractVector{T}) where {d,T<:Real}
     x .= rand(rng)
 end

test/sampling_test

@@ -0,0 +1,71 @@
+# @testitem "test default parametrisation of every concrete copula types" begin
+#     for T in subtypes(Copulas)
+#         if isconcretetype(T)
+#             rand(T(),100)
+#             @test true
+#         end
+#     end
+# end
+
+# @testitem "test sampling of every concrete copula type" begin
+#     for T in subtypes(Copulas)
+#         if isconcretetype(T)
+#             rand(T(),100)
+#             @test true
+#         end
+#     end
+# end
+
+
+@testitem "small sampling test" begin
+    # test constructed from https://github.com/lrnv/Copulas.jl/issues/35
+    using Copulas, Distributions
+    rand(GaussianCopula([1.0 0.5; 0.5 1.0]),1)
+    rand(IndependentCopula(2),1)
+    rand(MCopula(2),1)
+    rand(WCopula(2),1)
+
+    @test true
+end
+
+
+@testitem "test cdf for three copulas." begin
+    # test constructed from https://github.com/lrnv/Copulas.jl/issues/35
+    using Copulas, Distributions
+
+    u = range(0, stop=1, length=100)
+
+    for G in (
+        GaussianCopula([1.0 0.5; 0.5 1.0]),
+        IndependentCopula(2),
+        MCopula(2),
+        WCopula(2)
+    )
+        for uᵢ in u
+            for vᵢ in u
+                cdf(G,[uᵢ,vᵢ])
+            end
+        end
+    end
+    @test true
+end
+
+@testitem "test pdf for three copulas." begin
+    # test constructed from https://github.com/lrnv/Copulas.jl/issues/35
+    using Copulas, Distributions
+
+    u = range(0, stop=1, length=100)
+
+    for G in (
+        GaussianCopula([1.0 0.5; 0.5 1.0]),
+        IndependentCopula(2),
+        # MCopula(2)
+    )
+        for uᵢ in u
+            for vᵢ in u
+                pdf(G,[uᵢ,vᵢ])
+            end
+        end
+    end
+    @test true
+end