class statsmodels.distributions.copula.api.ArchimedeanCopula(transform, args=(), k_dim=2)[source]

Base class for Archimedean copulas

transforminstance of transformation class

Archimedean generator with required methods including first and second derivatives


Optional copula parameters. Copula parameters can be either provided when creating the instance or as arguments when calling methods.


Dimension, number of components in the multivariate random variable. Currently only bivariate copulas are verified. Support for more than 2 dimension is incomplete.


cdf(u[, args])

Evaluate cdf of Archimedean copula.


Copula correlation parameter using Kendall's tau of sample data.

logpdf(u[, args])

Evaluate log pdf of multivariate Archimedean copula.

pdf(u[, args])

Evaluate pdf of Archimedean copula.

plot_pdf([ticks_nbr, ax])

Plot the PDF.

plot_scatter([sample, nobs, random_state, ax])

Sample the copula and plot.

rvs([nobs, args, random_state])

Draw n in the half-open interval [0, 1).

tau_simulated([nobs, random_state])

Kendall's tau based on simulated samples.

Last update: Jul 16, 2024