StarVine
starvine.bvcopula.copula.indep_copula.IndepCopula Class Reference
Inheritance diagram for starvine.bvcopula.copula.indep_copula.IndepCopula:
starvine.bvcopula.copula.copula_base.CopulaBase

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

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

Private Member Functions

def _pdf (self, u, v, rotation=0, args)
 
def _cdf (self, u, v, rotation=0, args)
 
def _h (self, u, v, rotation=0, args)
 
def _hinv (self, u, v, rotation=0, args)
 
def _gen (self, t, rotation=0, theta)
 

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