add few methods

lrnv · Dec 21, 2023 · facae2e · facae2e
1 parent 8f6153c
commit facae2e
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Showing 3 changed files with 4 additions and 4 deletions.
diff --git a/src/Generator/UnivariateGenerator/ClaytonGenerator.jl b/src/Generator/UnivariateGenerator/ClaytonGenerator.jl
@@ -39,7 +39,7 @@ end
 max_monotony(G::ClaytonGenerator) = G.θ >= 0 ? Inf : Int(floor(1 - 1/G.θ))
 ϕ(  G::ClaytonGenerator, t) = max(1+G.θ*t,zero(t))^(-1/G.θ)
 ϕ⁻¹(G::ClaytonGenerator, t) = (t^(-G.θ)-1)/G.θ
-# ϕ⁽¹⁾(G::ClaytonGenerator, t) =  First derivative of ϕ
+# ϕ⁽¹⁾(G::ClaytonGenerator, t) =  (1+G.θ*t) > 0 ? zero(t) : - (1+G.θ*t)^(-1/G.θ -1) # First derivative of ϕ
 # ϕ⁽ᵏ⁾(G::ClaytonGenerator, k, t) = kth derivative of ϕ
 τ(G::ClaytonGenerator) = ifelse(isfinite(G.θ), G.θ/(G.θ+2), 1)
 τ⁻¹(::Type{T},τ) where T<:ClaytonGenerator = ifelse(τ == 1,Inf,2τ/(1-τ))

diff --git a/src/Generator/UnivariateGenerator/FrankGenerator.jl b/src/Generator/UnivariateGenerator/FrankGenerator.jl
@@ -38,7 +38,7 @@ max_monotony(G::FrankGenerator) = G.θ < 0 ? 2 : Inf
 ϕ(  G::FrankGenerator, t) = G.θ > 0 ? -LogExpFunctions.log1mexp(LogExpFunctions.log1mexp(-G.θ)-t)/G.θ : -log1p(exp(-t) * expm1(-G.θ))/G.θ
 ϕ(  G::FrankGenerator, t::TaylorSeries.Taylor1) = G.θ > 0 ? -log(-expm1(LogExpFunctions.log1mexp(-G.θ)-t))/G.θ : -log1p(exp(-t) * expm1(-G.θ))/G.θ
 ϕ⁻¹(G::FrankGenerator, t) = G.θ > 0 ? LogExpFunctions.log1mexp(-G.θ) - LogExpFunctions.log1mexp(-t*G.θ) : -log(expm1(-t*G.θ)/expm1(-G.θ))
-# ϕ⁽¹⁾(G::FrankGenerator, t) =  First derivative of ϕ
+ϕ⁽¹⁾(G::FrankGenerator, t) = (one(t) - one(t) / (one(t) + exp(-t)*expm1(-G.θ))) / G.θ  # First derivative of ϕ
 # ϕ⁽ᵏ⁾(G::FrankGenerator, k, t) = kth derivative of ϕ
 williamson_dist(G::FrankGenerator, d) = G.θ > 0 ?  WilliamsonFromFrailty(Logarithmic(-G.θ), d) : WilliamsonTransforms.𝒲₋₁(t -> ϕ(G,t),d)
 

diff --git a/src/Generator/ZeroVariateGenerator/WGenerator.jl b/src/Generator/ZeroVariateGenerator/WGenerator.jl
@@ -17,5 +17,5 @@ The two Frechet-Hoeffding bounds are also Archimedean copulas.
 struct WGenerator <: ZeroVariateGenerator end
 max_monotony(G::WGenerator) = 2
 τ(::WGenerator) = -1
-ϕ(::WGenerator,t) = throw(MethodError("WGenerator cannot have a ϕ function")) 
-ϕ⁻¹(::WGenerator,t) = throw(MethodError("WGenerator cannot have a ϕ⁻¹ function")) 
+ϕ(::WGenerator,t) = throw(ArgumentError("WGenerator cannot have a ϕ function")) 
+ϕ⁻¹(::WGenerator,t) = throw(ArgumentError("WGenerator cannot have a ϕ⁻¹ function"))