statsmodels.distributions.copula.api.IndependenceCopula¶
-
class statsmodels.distributions.copula.api.IndependenceCopula(k_dim=
2
)[source]¶ Independence copula.
Copula with independent random variables.
\[C_ heta(u,v) = uv\]Notes
IndependenceCopula does not have copula parameters. If non-empty
args
are provided in methods, then a ValueError is raised. Theargs
keyword is provided for a consistent interface across copulas.Methods
cdf
(u[, args])Cumulative distribution function evaluated at points u.
fit_corr_param
(data)Copula correlation parameter using Kendall's tau of sample data.
logpdf
(u[, args])Log of copula pdf, loglikelihood.
pdf
(u[, args])Probability density function of copula.
plot_pdf
(*args)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
()tau_simulated
([nobs, random_state])Kendall's tau based on simulated samples.