Source code for copulas.univariate.student_t

"""StudentTUnivariate module."""

from scipy.stats import t

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


[docs]class StudentTUnivariate(ScipyModel): """Wrapper around scipy.stats.t. Documentation: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.t.html """ PARAMETRIC = ParametricType.PARAMETRIC BOUNDED = BoundedType.UNBOUNDED MODEL_CLASS = t def _fit_constant(self, X): self._fit(X) self._params['scale'] = 0 def _fit(self, X): dataframe, loc, scale = t.fit(X) self._params = { 'df': dataframe, 'loc': loc, 'scale': scale } def _is_constant(self): return self._params['scale'] == 0 def _extract_constant(self): return self._params['loc']