statsmodels.distributions.copula.api.IndependenceCopula

class statsmodels.distributions.copula.api.IndependenceCopula(k_dim=2)[source]

Independence copula.

Copula with independent random variables.

\[C_ heta(u,v) = uv\]
Parameters
k_dimint

Dimension, number of components in the multivariate random variable.

Notes

IndependenceCopula does not have copula parameters. If non-empty args are provided in methods, then a ValueError is raised. The args keyword is provided for a consistent interface across copulas.

Methods

cdf(u[, args])

Cumulative distribution function evaluated at points u.

fit_corr_param(data)

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

logpdf(u[, args])

Log of copula pdf, loglikelihood.

pdf(u[, args])

Probability density function of copula.

plot_pdf(*args)

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()

tau_simulated([nobs, random_state])

Kendall's tau based on simulated samples.