statsmodels.distributions.copula.api.ExtremeValueCopula.cdf

ExtremeValueCopula.cdf(u, args=())[source]

Evaluate cdf of bivariate extreme value copula.

Parameters:
uarray_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.

argstuple

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

Returns:
CDF values at evaluation points.