copulas.multivariate.gaussian module

class copulas.multivariate.gaussian.GaussianMultivariate(*args, **kwargs)[source]

Bases: copulas.multivariate.base.Multivariate

Class for a multivariate distribution that uses the Gaussian copula.

Parameters

distribution (str or dict) – Fully qualified name of the class to be used for modeling the marginal distributions or a dictionary mapping column names to the fully qualified distribution names.

columns = None
covariance = None
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.

fit(X, *args, **kwargs)
classmethod from_dict(copula_dict)[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

Multivariate

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.

sample(*args, **kwargs)
to_dict()[source]

Return a dict with the parameters to replicate this object.

Returns

Parameters of this distribution.

Return type

dict

univariates = None