starvine.bvcopula.copula.frank_copula.FrankCopula Class Reference

Frank copula. More...

Inheritance diagram for starvine.bvcopula.copula.frank_copula.FrankCopula:

Public Member Functions
def	__init__ (self, rotation=0)
Public Member Functions inherited from starvine.bvcopula.copula.copula_base.CopulaBase
def	__init__ (self, rotation=0)
	Init copula. More...
def	cdf (self, u, v, theta)
	Evaluate the copula's CDF function. More...
def	pdf (self, u, v, theta)
	Public facing PDF function. More...
def	h (self, u, v, theta)
def	hinv (self, u, v, theta)
def	fitMLE (self, u, v, theta0, kwargs)
	Maximum likelyhood copula fit. More...
def	sample (self, n=1000, mytheta)
	Draw N samples from the copula. More...
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...
def	kTau (self, rotation=0, theta)
	Public facing kendall's tau function.

Public Attributes
	thetaBounds
	theta0
	rotation
	name
Public Attributes inherited from starvine.bvcopula.copula.copula_base.CopulaBase
	rotation
	fittedParams

Private Member Functions
def	_pdf (self, u, v, rotation=0, theta)
	Probability density function for frank bivariate copula.
def	_cdf (self, u, v, rotation=0, theta)
def	_h (self, v, u, rotation=0, theta)
def	_hinv (self, V, U, rotation=0, theta)
def	_gen (self, t, theta)

Detailed Description

Frank copula.

Single parameter

Member Function Documentation

_h()

def starvine.bvcopula.copula.frank_copula.FrankCopula._h (   self,   v,   u,   rotation = 0,   theta  )

private

TODO: CHECK UU and VV ordering!

_hinv()

def starvine.bvcopula.copula.frank_copula.FrankCopula._hinv (   self,   V,   U,   rotation = 0,   theta  )

private

TODO: CHECK UU and VV ordering!

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The documentation for this class was generated from the following file:

• starvine/bvcopula/copula/frank_copula.py