statsmodels.distributions.copula.api.ExtremeValueCopula.conditional_2g1

ExtremeValueCopula.conditional_2g1(u, args=())[source]

conditional distribution

not yet implemented

C2|1(u2|u1) := ∂C(u1, u2) / ∂u1 = C(u1, u2) / u1 * (A(t) − t A’(t))

where t = np.log(v)/np.log(u*v)


Last update: Jun 14, 2024