statsmodels.distributions.copula.api.IndependenceCopula.pdf¶

IndependenceCopula.pdf(u, args=())[source]¶

Probability density function of copula.

Parameters:¶

uarray_like, 2-D

Points of random variables in unit hypercube at which method is evaluated. The second (or last) dimension should be the same as the dimension of the random variable, e.g. 2 for bivariate copula.

argstuple

Arguments for copula parameters. The number of arguments depends on the copula.

Returns:¶

pdfndarray, (nobs, k_dim)

Copula pdf evaluated at points u.