statsmodels.distributions.copula.api.GumbelCopula.rvs#

GumbelCopula.rvs(nobs=1, args=(), rng=None)[source]#

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. 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, k_dim)

Sample from the copula.