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Verification
.
RafteryTails
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Imports
Init
Verification.Raftery
Copula.TailDependence.Derivative
Imported by
Verification
.
rafteryDiag
Verification
.
rafteryDiag_eq
Verification
.
rafteryDiag_deriv
Verification
.
raftery_tails_lt_one
Verification
.
raftery_tails_one
← Mathematical handbook
source
noncomputable def
Verification
.
rafteryDiag
(
δ
t
:
ℝ
)
:
ℝ
Equations
Verification.rafteryDiag
δ
t
=
t
+
(
1
-
δ
)
/
(
1
+
δ
)
*
(
t
^
(
2
/
(
1
-
δ
))
-
t
)
Instances For
source
theorem
Verification
.
rafteryDiag_eq
(
δ
:
↑
unitInterval
)
(
h1
:
δ
≠
1
)
(
t
:
↑
unitInterval
)
:
rafteryDiag
↑
δ
↑
t
=
(
raftery
δ
)
.
diagonal
t
source
theorem
Verification
.
rafteryDiag_deriv
(
δ
:
↑
unitInterval
)
(
h1
:
δ
≠
1
)
(
t
:
ℝ
)
:
HasDerivAt
(
rafteryDiag
↑
δ
)
(
1
+
(
1
-
↑
δ
)
/
(
1
+
↑
δ
)
*
(
2
/
(
1
-
↑
δ
)
*
t
^
(
2
/
(
1
-
↑
δ
)
-
1
)
-
1
))
t
source
theorem
Verification
.
raftery_tails_lt_one
(
δ
:
↑
unitInterval
)
(
h1
:
δ
≠
1
)
:
(
raftery
δ
)
.
HasLowerTailDependence
(
2
*
↑
δ
/
(
1
+
↑
δ
))
∧
(
raftery
δ
)
.
HasUpperTailDependence
0
source
theorem
Verification
.
raftery_tails_one
:
(
raftery
1
)
.
HasLowerTailDependence
1
∧
(
raftery
1
)
.
HasUpperTailDependence
1