statsmodels.distributions.copula.api.CopulaDistribution¶
-
class statsmodels.distributions.copula.api.CopulaDistribution(copula, marginals, cop_args=
()
)[source]¶ Multivariate copula distribution
- Parameters:¶
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:
Jun 09, 2023