Source code for copulas.univariate.gaussian

"""GaussianUnivariate module."""

import numpy as np
from scipy.stats import norm

from copulas.univariate.base import BoundedType, ParametricType, ScipyModel


[docs]class GaussianUnivariate(ScipyModel): """Gaussian univariate model.""" PARAMETRIC = ParametricType.PARAMETRIC BOUNDED = BoundedType.UNBOUNDED MODEL_CLASS = norm def _fit_constant(self, X): self._params = { 'loc': np.unique(X)[0], 'scale': 0 } def _fit(self, X): self._params = { 'loc': np.mean(X), 'scale': np.std(X) } def _is_constant(self): return self._params['scale'] == 0 def _extract_constant(self): return self._params['loc']