Automatic aliasing of archimedeans

Project.toml

@@ -8,6 +8,7 @@ Combinatorics = "861a8166-3701-5b0c-9a16-15d98fcdc6aa"
 Cubature = "667455a9-e2ce-5579-9412-b964f529a492"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 MvNormalCDF = "37188c8d-bc69-4638-b057-733e744175ec"
 QuadGK = "1fd47b50-473d-5c70-9696-f719f8f3bcdc"

src/ArchimedeanCopula.jl

@@ -155,47 +155,34 @@ end
 ################                                                                ################
 ################################################################################################
 
-################################################################################################
-# Deal with easy cases with meta-programming: 
-const AMHCopula{d,T} = ArchimedeanCopula{d,AMHGenerator{T}}
-AMHCopula(d,θ) = ArchimedeanCopula(d,AMHGenerator(θ))
-generatorof(::Type{AMHCopula}) = AMHGenerator
-
-const ClaytonCopula{d,T} = ArchimedeanCopula{d,ClaytonGenerator{T}}
-ClaytonCopula(d,θ) = ArchimedeanCopula(d,ClaytonGenerator(θ))
-generatorof(::Type{ClaytonCopula}) = ClaytonGenerator
-
-const FrankCopula{d,T} = ArchimedeanCopula{d,FrankGenerator{T}}
-FrankCopula(d,θ) = ArchimedeanCopula(d,FrankGenerator(θ))
-generatorof(::Type{FrankCopula}) = FrankGenerator
-
-const GumbelBarnettCopula{d,T} = ArchimedeanCopula{d,GumbelBarnettGenerator{T}}
-GumbelBarnettCopula(d,θ) = ArchimedeanCopula(d,GumbelBarnettGenerator(θ))
-generatorof(::Type{GumbelBarnettCopula}) = GumbelBarnettGenerator
-
-const GumbelCopula{d,T} = ArchimedeanCopula{d,GumbelGenerator{T}}
-GumbelCopula(d,θ) = ArchimedeanCopula(d,GumbelGenerator(θ))
-generatorof(::Type{GumbelCopula}) = GumbelGenerator
-
-const InvGaussianCopula{d,T} = ArchimedeanCopula{d,InvGaussianGenerator{T}}
-InvGaussianCopula(d,θ) = ArchimedeanCopula(d,InvGaussianGenerator(θ))
-generatorof(::Type{InvGaussianCopula}) = InvGaussianGenerator
-
-const JoeCopula{d,T} = ArchimedeanCopula{d,JoeGenerator{T}}
-JoeCopula(d,θ) = ArchimedeanCopula(d,JoeGenerator(θ))
-generatorof(::Type{JoeCopula}) = JoeGenerator
-
-const IndependentCopula{d} = ArchimedeanCopula{d,IndependentGenerator}
-IndependentCopula(d) = ArchimedeanCopula(d,IndependentGenerator())
-generatorof(::Type{IndependentCopula}) = IndependentGenerator
-
-const MCopula{d} = ArchimedeanCopula{d,MGenerator}
-MCopula(d) = ArchimedeanCopula(d,MGenerator())
-generatorof(::Type{MCopula}) = MGenerator
 
-const WCopula{d} = ArchimedeanCopula{d,WGenerator}
-WCopula(d) = ArchimedeanCopula(d,WGenerator())
-generatorof(::Type{WCopula}) = WGenerator
+## Automatic syntactic sugar for all ZeroVariateGenerators and UnivariateGenerators. 
+## see https://discourse.julialang.org/t/how-to-dispatch-on-a-type-alias/106476/38?u=lrnv
+function generatorof(::Type{S}) where {S <: ArchimedeanCopula}
+    S2 = hasproperty(S,:body) ? S.body : S
+    S3 = hasproperty(S2, :body) ? S2.body : S2
+    try 
+        return S3.parameters[2].name.wrapper
+    catch e
+        @error "There is no generator type associated with the archimedean type $S"
+    end
+end
+for T in InteractiveUtils.subtypes(ZeroVariateGenerator)
+    G = Symbol(last(split(string(T),'.')))
+    C = Symbol(string(G)[begin:end-9]*"Copula")
+    @eval begin
+        const ($C){d} = ArchimedeanCopula{d,($G)}
+        ($C)(d) = ArchimedeanCopula(d,($G)())
+    end
+end
+for T in InteractiveUtils.subtypes(UnivariateGenerator)
+    G = Symbol(last(split(string(T),'.')))
+    C = Symbol(string(G)[begin:end-9]*"Copula")
+    @eval begin
+        const ($C){d,Tθ} = ArchimedeanCopula{d,($G){Tθ}}
+        ($C)(d,θ) = ArchimedeanCopula(d,($G)(θ))
+    end
+end
 
 # The zero-variate ones just need a few more methods: 
 Distributions._logpdf(::ArchimedeanCopula{d,IndependentGenerator}, u) where {d} = all(0 .<= u .<= 1) ? zero(eltype(u)) : eltype(u)(-Inf)
@@ -217,8 +204,6 @@ function Distributions._rand!(rng::Distributions.AbstractRNG, ::ArchimedeanCopul
     x[1] = rand(rng)
     x[2] = 1-x[1] 
 end
-
-
 function Distributions._rand!(rng::Distributions.AbstractRNG, C::ArchimedeanCopula{d,IndependentGenerator}, A::DenseMatrix{T}) where {T<:Real, d}
     Random.rand!(rng,A)
     return A

src/Copulas.jl

@@ -2,6 +2,7 @@ module Copulas
 
     import Base
     import Random
+    import InteractiveUtils
     import SpecialFunctions
     import Roots
     import Distributions

src/Generator/ZeroVariateGenerator/IndependentGenerator.jl

@@ -19,7 +19,7 @@ It happends to be an Archimedean Copula, with generator :
 \\phi(t) = \\exp{-t}
 ```
 """
-struct IndependentGenerator <: Generator end
+struct IndependentGenerator <: ZeroVariateGenerator end
 max_monotony(::IndependentGenerator) = Inf
 ϕ(::IndependentGenerator,t) = exp(-t)
 ϕ⁻¹(::IndependentGenerator,t) = -log(t)

src/Generator/ZeroVariateGenerator/MGenerator.jl

@@ -16,7 +16,7 @@ W(\\mathbf{u}) \\le C(\\mathbf{u}) \\le M(\\mathbf{u})
 
 The two Frechet-Hoeffding bounds are also Archimedean copulas.
 """
-struct MGenerator <: Generator end
+struct MGenerator <: ZeroVariateGenerator end
 max_monotony(::MGenerator) = Inf
 τ(::MGenerator) = 1
 ϕ(::MGenerator,t) = throw(ArgumentError("MGenerator cannot have a ϕ function")) 

src/Generator/ZeroVariateGenerator/WGenerator.jl

@@ -14,7 +14,7 @@ W(\\mathbf{u}) \\le C(\\mathbf{u}) \\le M(\\mathbf{u})
 
 The two Frechet-Hoeffding bounds are also Archimedean copulas.
 """
-struct WGenerator <: Generator end
+struct WGenerator <: ZeroVariateGenerator end
 max_monotony(G::WGenerator) = 2
 τ(::WGenerator) = -1
 ϕ(::WGenerator,t) = throw(MethodError("WGenerator cannot have a ϕ function"))