statsmodels.distributions.copula.api.CopulaDistribution.pdf¶

CopulaDistribution.pdf(y, cop_args=None, marg_args=None)[source]¶

PDF of copula distribution.

Parameters:¶

yarray_like

Values of random variable at which to evaluate cdf. If 2-dimensional, then components of multivariate random variable need to be in columns

cop_argstuple

Copula parameters. If None, then the copula parameters will be taken from the cop_args attribute created when initiializing the instance.

marg_argslist of tuples

Parameters for the marginal distributions. It can be None if none of the marginal distributions have parameters, otherwise it needs to be a list of tuples with the same length has the number of marginal distributions. The list can contain empty tuples for marginal distributions that do not take parameter arguments.

Returns:¶

pdf values