statsmodels.distributions.copula.api.ExtremeValueCopula.conditional_2g1¶
-
ExtremeValueCopula.conditional_2g1(u, args=
()
)[source]¶ conditional distribution
not yet implemented
C2|1(u2|u1) := ∂C(u1, u2) / ∂u1 = C(u1, u2) / u1 * (A(t) − t A’(t))
where t = np.log(v)/np.log(u*v)
Last update:
Oct 03, 2024