Clayton copula.
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def | __init__ (self, rotation=0) |
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| def | __init__ (self, rotation=0) |
| | Init copula. More...
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| def | cdf (self, u, v, theta) |
| | Evaluate the copula's CDF function. More...
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| def | pdf (self, u, v, theta) |
| | Public facing PDF function. More...
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def | h (self, u, v, theta) |
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def | hinv (self, u, v, theta) |
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| def | fitMLE (self, u, v, theta0, kwargs) |
| | Maximum likelyhood copula fit. More...
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| def | sample (self, n=1000, mytheta) |
| | Draw N samples from the copula. More...
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| def | setRotation (self, rotation=0) |
| | Set the copula's orientation: Allows for modeling negative dependence with the frank, gumbel, and clayton copulas (Archimedean Copula family is non-symmetric) More...
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def | kTau (self, rotation=0, theta) |
| | Public facing kendall's tau function.
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| thetaBounds |
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| theta0 |
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| rotation |
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| rotation |
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| fittedParams |
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def | _pdf (self, u, v, rotation=0, theta) |
| | Probability density function for frank bivariate copula.
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def | _cdf (self, u, v, rotation=0, theta) |
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| def | _h (self, v, u, rotation=0, theta) |
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| def | _hinv (self, v, u, rotation=0, theta) |
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def | _gen (self, t, theta) |
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def | _kTau (self, rotation=0, theta) |
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Clayton copula.
Single parameter model.
![\[ \theta \in [0, \infty) \]](form_0.png)
§ _h()
| def starvine.bvcopula.copula.clayton_copula.ClaytonCopula._h |
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self, |
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v, |
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u, |
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rotation = 0, |
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theta |
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TODO: CHECK UU and VV ordering!
§ _hinv()
| def starvine.bvcopula.copula.clayton_copula.ClaytonCopula._hinv |
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self, |
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v, |
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u, |
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rotation = 0, |
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theta |
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private |
TODO: CHECK UU and VV ordering!
The documentation for this class was generated from the following file:
- starvine/bvcopula/copula/clayton_copula.py
Public Member Functions inherited from starvine.bvcopula.copula.copula_base.CopulaBase
1.8.12