statsmodels.distributions.copula.api.GaussianCopula.logpdf¶
-
GaussianCopula.logpdf(u, args=
()
)¶ Log of copula pdf, loglikelihood.
- 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.
- args
tuple
Arguments for copula parameters. The number of arguments depends on the copula.
- Returns:¶
- cdf
ndarray
, (nobs
,k_dim
) Copula log-pdf evaluated at points
u
.
- cdf
Last update:
Oct 03, 2024