statsmodels.distributions.copula.api.CopulaDistribution

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

Multivariate copula distribution

Parameters:

copulaCopula instance

An instance of Copula, e.g., GaussianCopula, FrankCopula, etc.

marginalslist of distribution instances

Marginal distributions.

cop_argstuple, optional

Parameters for the copula.

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, rng])	Draw random samples from the joint (copula) distribution.

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, rng])	Draw random samples from the joint (copula) distribution.