pyuncertainnumber.pba.dependency ================================ .. py:module:: pyuncertainnumber.pba.dependency Classes ------- .. autoapisummary:: pyuncertainnumber.pba.dependency.Dependency Functions --------- .. autoapisummary:: pyuncertainnumber.pba.dependency.supported_family_check pyuncertainnumber.pba.dependency.empirical_copula pyuncertainnumber.pba.dependency.pl_3d_copula Module Contents --------------- .. py:class:: Dependency(family: str, params: numbers.Number | None = None, **kwargs) Dependency class to specify copula models. :param family: Name of the copula family, one of "gaussian", "t", "frank", "gumbel", "clayton", "independence". :type family: str :param params: Backward-compatible single-parameter shortcut: - gaussian/t: interpreted as corr - frank/gumbel/clayton: interpreted as theta - independence: ignored :type params: Number | None :param \*\*kwargs: Any keyword parameters supported by the selected copula, e.g. corr=..., df=..., theta=..., k_dim=..., allow_singular=... .. rubric:: Examples >>> Dependency("gaussian", params=0.8, k_dim=3) # legacy style >>> Dependency("gaussian", corr=0.8, k_dim=3) # explicit >>> Dependency("t", corr=0.6, df=5, k_dim=4) >>> Dependency("frank", theta=2.5, k_dim=2) >>> Dependency("independence", k_dim=5) .. py:attribute:: copulas_dict .. py:attribute:: _single_param_alias .. py:attribute:: family :value: '' .. py:attribute:: params :value: None .. py:attribute:: _copula .. py:property:: copula Access the underlying statsmodels copula instance. .. py:method:: _post_init_check() .. py:method:: __repr__() .. py:method:: pdf(u) .. py:method:: cdf(u) .. py:method:: u_sample(n: int, random_state=None) draws n samples in the U space (unit hypercube) .. py:method:: display(style='3d_cdf', ax=None) show the PDF or CDF in the u space .. py:method:: fit(data) .. py:function:: supported_family_check(c) check if copula family is supported .. py:function:: empirical_copula(data) compute the empirical copula .. py:function:: pl_3d_copula(U, V, Z)