statsmodels.distributions.copula.api.CopulaDistribution¶
-
class statsmodels.distributions.copula.api.CopulaDistribution(copula, marginals, cop_args=
()
)[source]¶ Multivariate copula distribution
- Parameters:¶
- copula
Copula
instance
An instance of
Copula
, e.g.GaussianCopula
,FrankCopula
, etc.- marginals
list
of
distribution
instances
Marginal distributions.
- copargs
tuple
Parameters for copula
- copula
Notes
Status: experimental, argument handling may still change
Methods
cdf
(y[, cop_args, marg_args])CDF of copula distribution.
logpdf
(y[, cop_args, marg_args])Log-pdf of copula distribution.
pdf
(y[, cop_args, marg_args])PDF of copula distribution.
rvs
([nobs, cop_args, marg_args, random_state])Draw n in the half-open interval
[0, 1)
.
Last update:
Oct 08, 2024