statsmodels.distributions.copula.api.IndependenceCopula.logpdf

IndependenceCopula.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.

argstuple

Arguments for copula parameters. The number of arguments depends on the copula.

Returns:

cdfndarray, (nobs, k_dim)

Copula log-pdf evaluated at points u.