statsmodels.distributions.copula.api.ExtremeValueCopula.logpdf¶
- ExtremeValueCopula.logpdf(u, args=())[source]¶
Evaluate log-pdf of bivariate extreme value copula.
- Parameters:
- uarray_like
Values of random bivariate random variable, each defined on [0, 1], for which cdf is computed. Can be two dimensional with multivariate components in columns and observation in rows.
- args
tuple
Required parameters for the copula. The meaning and number of parameters in the tuple depends on the specific copula.
- Returns:
- Log-pdf
values
at
evaluation
points.
- Log-pdf