copulas.multivariate.base module¶
Base Multivariate class.
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class
copulas.multivariate.base.
Multivariate
(random_state=None)[source]¶ Bases:
object
Abstract class for a multi-variate copula object.
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cdf
(X)[source]¶ Compute the cumulative distribution value for each point in X.
- Parameters
X (pandas.DataFrame) – Values for which the cumulative distribution will be computed.
- Returns
Cumulative distribution values for points in X.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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check_fit
()[source]¶ Check whether this model has already been fit to a random variable.
Raise a
NotFittedError
if it has not.- Raises
NotFittedError – if the model is not fitted.
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cumulative_distribution
(X)[source]¶ Compute the cumulative distribution value for each point in X.
- Parameters
X (pandas.DataFrame) – Values for which the cumulative distribution will be computed.
- Returns
Cumulative distribution values for points in X.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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fit
(X)[source]¶ Fit the model to table with values from multiple random variables.
- Parameters
X (pandas.DataFrame) – Values of the random variables.
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fitted
= False¶
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classmethod
from_dict
(params)[source]¶ Create a new instance from a parameters dictionary.
- Parameters
params (dict) – Parameters of the distribution, in the same format as the one returned by the
to_dict
method.- Returns
Instance of the distribution defined on the parameters.
- Return type
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classmethod
load
(path)[source]¶ Load a Multivariate instance from a pickle file.
- Parameters
path (str) – Path to the pickle file where the distribution has been serialized.
- Returns
Loaded instance.
- Return type
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log_probability_density
(X)[source]¶ Compute the log of the probability density for each point in X.
- Parameters
X (pandas.DataFrame) – Values for which the log probability density will be computed.
- Returns
Log probability density values for points in X.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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pdf
(X)[source]¶ Compute the probability density for each point in X.
- Parameters
X (pandas.DataFrame) – Values for which the probability density will be computed.
- Returns
Probability density values for points in X.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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probability_density
(X)[source]¶ Compute the probability density for each point in X.
- Parameters
X (pandas.DataFrame) – Values for which the probability density will be computed.
- Returns
Probability density values for points in X.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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sample
(num_rows=1)[source]¶ Sample values from this model.
- Argument:
- num_rows (int):
Number of rows to sample.
- Returns
Array of shape (n_samples, *) with values randomly sampled from this model distribution.
- Return type
numpy.ndarray
- Raises
NotFittedError – if the model is not fitted.
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save
(path)[source]¶ Serialize this multivariate instance using pickle.
- Parameters
path (str) – Path to where this distribution will be serialized.
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