statsmodels.distributions.copula.api.IndependenceCopula.cdf

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

Cumulative distribution function evaluated at points u.

Parameters:
uarray_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.

argstuple

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

Returns:
cdfndarray, (nobs, k_dim)

Copula cdf evaluated at points u.


Last update: Nov 14, 2024