copulas.multivariate.gaussian module¶

GaussianMultivariate module.

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

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.

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.

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.

to_dict()[source]¶

Return a dict with the parameters to replicate this object.