statsmodels.distributions.copula.api.GaussianCopula.rvs

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

Generate random variates from the copula.

Parameters:

nobsint, optional

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

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 argument. 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:

samplearray_like (nobs, k_dim)

Sample from the copula.