Copula

Copula()

Base class for copulas that jointly sample marginal distributions.

Attributes

Name	Description
dims	Number of marginal distributions.
model_config	dict() -> new empty dictionary

Methods

Name	Description
from_distributions_and_correlation	Create a copula from marginals and one shared pairwise correlation.
rvs	Alias for :meth:sample for users familiar with SciPy naming.
sample	Jointly sample marginals, returning an array shaped (dims, *size).
validate_dimensions	Ensure the correlation matrix dimension matches the marginals.

from_distributions_and_correlation

Copula.from_distributions_and_correlation(distributions, correlation, **kwargs)

Create a copula from marginals and one shared pairwise correlation.

rvs

Copula.rvs(size=1, *, seed=None)

Alias for :meth:sample for users familiar with SciPy naming.

sample

Copula.sample(size=1, *, seed=None)

Jointly sample marginals, returning an array shaped (dims, *size).

validate_dimensions

Copula.validate_dimensions()

Ensure the correlation matrix dimension matches the marginals.