statsmodels.distributions.copula.api.CopulaDistribution

class statsmodels.distributions.copula.api.CopulaDistribution(copula, marginals, cop_args=())[source]

Multivariate copula distribution

Parameters
copulastr, instance of copula class

String name or instance of a copula class

marginalslist of distribution instances

Marginal distributions.

copargstuple

Parameters for copula

Notes

Status: experimental, argument handling may still change

Methods

cdf(y[, cop_args, marg_args])

CDF of copula distribution.

logpdf(y[, cop_args, marg_args])

Log-pdf of copula distribution.

pdf(y[, cop_args, marg_args])

PDF of copula distribution.

rvs([nobs, cop_args, marg_args, random_state])

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