statsmodels.distributions.copula.api.CopulaDistribution.rvs#

CopulaDistribution.rvs(nobs=1, cop_args=None, marg_args=None, rng=None)[source]#

Draw n in the half-open interval [0, 1).

Sample the joint distribution.

Parameters:

nobsint, optional: Number of samples to generate in the parameter space. Default is 1.
cop_argstuple: Copula parameters. If None, then the copula parameters will be taken from the cop_args attribute created when initiializing the instance.
marg_argslist of tuples: Parameters for the marginal distributions. It can be None if none of the marginal distributions have parameters, otherwise it needs to be a list of tuples with the same length has the number of marginal distributions. The list can contain empty tuples for marginal distributions that do not take parameter arguments.
rng{None, int, array_like[int], numpy.random.Generator, numpy.random.RandomState}, optional: If rng is None, a new Generator is created using fresh entropy from the operating system. If rng is an int or array of ints, a new Generator is created, seeded with rng. If rng is already a Generator or RandomState instance, that instance is used.
random_state{None, int, array_like[int], numpy.random.Generator, numpy.random.RandomState}, optional: Deprecated since version 0.15: random_state has been deprecated. In-line with SPEC-007, use rng for passing a random number generator or seed.

Returns: