Public Member Functions | |
def | __init__ |
def | generate_uv |
def | generate_xy |
def | estimate |
Public Attributes | |
X | |
Y | |
family | |
tau | |
pr | |
sr | |
U | |
V | |
theta | |
X1 | |
Y1 |
This class estimate parameter of copula generate joint random variable for the parameters This class has following three copulas: Clayton Frank Gumbel Example: x = np.random.normal(size=100) y = np.random.normal(size=100) foo = Copula(x, y, 'frank') u,v = foo.generate(100)
def ambhas.copula.Copula.__init__ | ( | self, | |
X, | |||
Y, | |||
family | |||
) |
def ambhas.copula.Copula.estimate | ( | self, | |
data = None |
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) |
this function estimates the mean, std, iqr for the generated ensemble Output: Y1_mean = mean of the simulated ensemble Y1_std = std of the simulated ensemble Y1_ll = lower limit of the simulated ensemble Y1_ul = upper limit of the simulated ensemble
Definition at line 189 of file copula.py.
def ambhas.copula.Copula.generate_uv | ( | self, | |
n = 1000 |
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) |
def ambhas.copula.Copula.generate_xy | ( | self, | |
n = 1000 |
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) |