[New Generator] PowerGenerator from any other generator #84
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- Implemented PowerGenerator{TG,T} <: DistordedGenerator with α, β parameters
- Added required methods: ϕ, ϕ⁻¹, max_monotony, τ, williamson_dist
- PowerGenerator(G, α, β) creates generator ϕ(t) = ϕ_G(t^α)^β
- Special case: α=1, β=1 returns original generator G
- Kendall's tau preserved from underlying generator
- Added comprehensive tests in ArchimedeanCopulas.jl
- Added documentation entry in available_models.md
- Tests cover sampling, PDF, CDF validation with multiple base generators
- All functionality verified: sampling, pdf >= 0, cdf in [0,1]
Co-authored-by: lrnv <15571061+lrnv@users.noreply.github.com>
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superseeded by #285 |
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This new generator shandles outer/inner power families of archimedean generators.
A few tests and inclusion in the general documentaiton is still missing.