statsmodels.distributions.copula.api.ExtremeValueCopula.rvs

ExtremeValueCopula.rvs(nobs=1, args=(), rng=None)

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

Marginals are uniformly distributed.

Parameters:

nobsint, optional

Number of samples to generate from the copula. Default is 1.

argstuple

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

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:

samplearray_like (nobs, d)

Sample from the copula.

See also

statsmodels.tools.rng_qrng.check_random_state