statsmodels.distributions.copula.api.GaussianCopula.logpdf¶

GaussianCopula.logpdf(u, args=())¶

Log of copula pdf, loglikelihood.

Parameters:¶

u : array_like, 2-D¶

Points of random variables in unit hypercube at which method is evaluated. The second (or last) dimension should be the same as the dimension of the random variable, e.g. 2 for bivariate copula.

args : tuple¶

Arguments for copula parameters. The number of arguments depends on the copula.

Returns:¶

cdf – Copula log-pdf evaluated at points u.

Return type:¶

ndarray, (nobs, k_dim)