statsmodels.distributions.copula.api.GaussianCopula.cdf#

GaussianCopula.cdf(u, args=(), rng=None)#

Evaluate the cdf of the copula.

Parameters:
uarray_like, 2-D

Points of random variables in unit hypercube at which method is evaluated.

argstuple

Arguments for copula parameters. Not used by elliptical copulas, which take their parameters as attributes.

rng{None, int, array_like[int], numpy.random.Generator, numpy.random.RandomState}, optional

Passed directly to the underlying SciPy distribution as its random_state/rng argument, if supported. If rng is None, the global NumPy singleton random state is used. If rng is an int or array of ints, a new RandomState 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:
cdfndarray

Copula cdf evaluated at points u.