copulas.bivariate.independence module¶
Independence module.
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class
copulas.bivariate.independence.
Independence
(copula_type=None, random_state=None)[source]¶ Bases:
copulas.bivariate.base.Bivariate
This class represent the copula for two independent variables.
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copula_type
= 3¶
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cumulative_distribution
(X)[source]¶ Compute the cumulative distribution of the independence bivariate copula is the product.
- Parameters
X (numpy.array) – Matrix of shape (n,2), whose values are in [0, 1]
- Returns
Cumulative distribution values of given input.
- Return type
numpy.array
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fit
(X)[source]¶ Fit the copula to the given data.
- Parameters
X (numpy.array) – Probabilites in a matrix shaped (n, 2)
- Returns
None
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generator
(t)[source]¶ Compute the generator function for the Copula.
The generator function is a function f(t), such that an archimedian copula can be defined as
C(u1, …, uN) = f(f^-1(u1), …, f^-1(uN)).
- Parameters
t (numpy.array) –
- Returns
np.array
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partial_derivative
(X)[source]¶ Compute the conditional probability of one event conditiones to the other.
In the case of the independence copula, due to C(u,v) = u*v, we have that F(u|v) = dC/du = v.
- Parameters
X() –
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