Copula.CopulaFactoryWrapper Class Reference

Static Public Member Functions
Copula	create (CopulaKind kind, CopulaConfigPy config, Optional[int] seed=None)
GaussianCopula	gaussian (MatrixLike R, Optional[int] seed=None)
StudentTCopula	student_t (MatrixLike R, int nu=4, Optional[int] seed=None)

Detailed Description

Factory helpers for creating Python copula wrappers.

This class forwards to the C++ ``CopulaFactory`` and wraps the returned C++
object in the appropriate Python class.

Definition at line 132 of file Copula.py.

Member Function Documentation

create()

Copula Copula.CopulaFactoryWrapper.create ( CopulaKind  kind, CopulaConfigPy  config, Optional[int]   seed = None  )

static

Create a copula from an explicit family and configuration.

Args:
    kind: Copula family to instantiate.
    config: Python configuration object compatible with ``kind``.
    seed: Optional random seed passed to the C++ RNG.

Returns:
    A Python wrapper around the newly created C++ copula.

Definition at line 140 of file Copula.py.

gaussian()

GaussianCopula Copula.CopulaFactoryWrapper.gaussian ( MatrixLike  R, Optional[int]   seed = None  )

static

Create a Gaussian copula from a correlation matrix.

Args:
    R: Square correlation matrix.
    seed: Optional random seed.

Returns:
    A ``GaussianCopula`` instance.

Examples:
    >>> cop = CopulaFactoryWrapper.gaussian([[1.0, 0.3], [0.3, 1.0]], seed=7)
    >>> isinstance(cop.sample_u(), list)
    True

Definition at line 157 of file Copula.py.

student_t()

StudentTCopula Copula.CopulaFactoryWrapper.student_t ( MatrixLike  R, int   nu = 4, Optional[int]   seed = None  )

static

Create a Student-t copula from a correlation matrix.

Args:
    R: Square correlation matrix.
    nu: Degrees of freedom of the latent Student-t vector.
    seed: Optional random seed.

Returns:
    A ``StudentTCopula`` instance.

Definition at line 178 of file Copula.py.

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The documentation for this class was generated from the following file:

• /home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/pyhyperiso/core/Statistic/Copula.py