statsmodels.distributions.copula.api.ArchimedeanCopula¶
-
class statsmodels.distributions.copula.api.ArchimedeanCopula(transform, args=
()
, k_dim=2
)[source]¶ Base class for Archimedean copulas
- Parameters:¶
- transform
instance
of
transformation
class
Archimedean generator with required methods including first and second derivatives
- args
tuple
Optional copula parameters. Copula parameters can be either provided when creating the instance or as arguments when calling methods.
- k_dim
int
Dimension, number of components in the multivariate random variable. Currently only bivariate copulas are verified. Support for more than 2 dimension is incomplete.
- transform
Methods
cdf
(u[, args])Evaluate cdf of Archimedean copula.
fit_corr_param
(data)Copula correlation parameter using Kendall's tau of sample data.
logpdf
(u[, args])Evaluate log pdf of multivariate Archimedean copula.
pdf
(u[, args])Evaluate pdf of Archimedean copula.
plot_pdf
([ticks_nbr, ax])Plot the PDF.
plot_scatter
([sample, nobs, random_state, ax])Sample the copula and plot.
rvs
([nobs, args, random_state])Draw n in the half-open interval
[0, 1)
.tau_simulated
([nobs, random_state])Kendall's tau based on simulated samples.