copulas.multivariate.gaussian module¶
GaussianMultivariate 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
-
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¶