statsmodels.distributions.copula.api.CopulaDistribution¶

class statsmodels.distributions.copula.api.CopulaDistribution(copula, marginals, cop_args=())[source]¶

Multivariate copula distribution

Parameters:¶

copula¶

An instance of Copula, e.g. GaussianCopula, FrankCopula, etc.

marginals : list of distribution instances¶

Marginal distributions.

copargs : tuple

Parameters for 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).