The avatar for @i001962
I001962
Published
Probability Management
Edited
Jan 4, 2021
Importers
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md`# Correlated Metalog Using Copulas`
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md`## Generate Two Distribution
Metalogs are generated with quantiles from observed data.
### Insert your quantiles and metalog will fit a continous distribution to it.`
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metaLogParams = getQuantiles([1, 50, 100], 0.1, "b") // looks kinda uniform - try
// The array should be historical observations or expert judgement. Once the history is used to generated the quantiles/metaLogParams the history is no longer needed.
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metaLogParams2 = getQuantiles(
[0, 10, 20, 30, 40, 50, 60, 70, 80, 90, 100],
0.1,
"b"
) //or replace w bimodal eg [1, 2, 3, 50, 98, 99, 100]
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multiplyDists = jStat([metalogDistVector1, metalogDistVector2]).product()
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addedDists = jStat([metalogDistVector1, metalogDistVector2]).sum()
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metalogDistVector1 = createMetalogDist(correlUnis[0], metaLogParams)
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metalogDistVector2 = createMetalogDist(correlUnis[1], metaLogParams2)
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md`### Code for HDR `
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md`### Code for charts and sliders`
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import { histogram } from '@jonhelfman/histogram'
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import { slider } from '@jashkenas/inputs'
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