statsmodels.distributions.copula.api.ExtremeValueCopula.pdf¶

ExtremeValueCopula.pdf(u, args=())[source]¶

Evaluate pdf of bivariate extreme value copula.

Parameters:¶

u : array_like¶

Values of random bivariate random variable, each defined on [0, 1], for which cdf is computed. Can be two dimensional with multivariate components in columns and observation in rows.

args : tuple¶

Required parameters for the copula. The meaning and number of parameters in the tuple depends on the specific copula.

Return type:¶

PDF values at evaluation points.