Copula Namespace Reference

Classes
class	Copula
class	CopulaFactoryWrapper
class	GaussianCopula
class	StudentTCopula

Detailed Description

Python wrappers around C++ copula objects.

The classes in this module provide a small, Pythonic API over the C++ statistical
copula implementations. Copulas operate on the unit hypercube: samples returned
by :meth:`Copula.sample_u` are dependent uniforms, and :meth:`Copula.log_density`
evaluates the copula density contribution ``log c(u)``.