Gaussian copula model single parameter ![$\theta[0] \in (-1, 1)$](form_17.png)
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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 of Gauss copula. More...
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def | _cdf (self, u, v, rotation=0, theta) |
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| def | _h (self, v, u, rotation=0, theta) |
| | H function (Conditional distribution) of Gauss copula. More...
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| def | _hinv (self, v, u, rotation=0, theta) |
| | Inverse H function (Inv Conditional distribution) of Gauss copula. More...
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def | _gen (self, t, theta) |
| | Copula generating function.
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def | _kTau (self, rotation=0, theta) |
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Gaussian copula model single parameter .
§ _h()
| def starvine.bvcopula.copula.gauss_copula.GaussCopula._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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H function (Conditional distribution) of Gauss copula.
TODO: CHECK UU and VV ordering!
§ _hinv()
| def starvine.bvcopula.copula.gauss_copula.GaussCopula._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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Inverse H function (Inv Conditional distribution) of Gauss copula.
TODO: CHECK UU and VV ordering!
§ _pdf()
| def starvine.bvcopula.copula.gauss_copula.GaussCopula._pdf |
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self, |
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u, |
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v, |
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rotation = 0, |
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theta |
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Probability density function of Gauss copula.
- Parameters
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| u | np_1darary |
| v | np_1darary |
| rotation | int Optional copula rotation. |
| theta | Gaussian copula parameter |
The documentation for this class was generated from the following file:
- starvine/bvcopula/copula/gauss_copula.py
Public Member Functions inherited from starvine.bvcopula.copula.copula_base.CopulaBase
1.8.12