example_plot_copule Namespace Reference

Functions
Matrix	ar1_corr (int d, float rho)
np.ndarray	_rankdata (np.ndarray x)
np.ndarray	spearman_corr (np.ndarray U)
np.ndarray	gaussianize (np.ndarray U)
np.ndarray	corrcoef_Z (np.ndarray U)
None	ensure_dir (str path)
None	plot_scatter_or_hist2d (np.ndarray U, str title, str outpath, bool use_hist2d=False)
None	plot_marginal_uniformity (np.ndarray U, str title_prefix, str outdir)
None	plot_corr_heatmap (np.ndarray M, str title, str outpath)
None	plot_density_surface_2d (Any copula, str title, str outpath, int grid=90)
	make_gaussian_copula (Matrix R, int seed)
	make_student_t_copula (Matrix R, int nu, int seed)
None	main (str outdir="copula_plots", int seed=123, int n=12000, int d=3, float rho=0.65, int nu=6)

Variables
	outdir
	seed
	n
	d
	rho
	nu

Function Documentation

_rankdata()

np.ndarray example_plot_copule._rankdata ( np.ndarray  x )

protected

Ranks 1..n (mid-rank approx via argsort; suffisant pour tests visuels).

Definition at line 31 of file example_plot_copule.py.

ar1_corr()

Matrix example_plot_copule.ar1_corr	(	int	d,
		float	rho
	)

R_ij = rho^{|i-j|}. SPD si |rho|<1.

Definition at line 23 of file example_plot_copule.py.

corrcoef_Z()

np.ndarray example_plot_copule.corrcoef_Z

(

np.ndarray

U

)

Definition at line 55 of file example_plot_copule.py.

ensure_dir()

None example_plot_copule.ensure_dir

(

str

path

)

Definition at line 60 of file example_plot_copule.py.

gaussianize()

np.ndarray example_plot_copule.gaussianize

(

np.ndarray

U

)

Transforme U~(0,1) vers Z~N(0,1) via invCDF (sans scipy).

Definition at line 45 of file example_plot_copule.py.

main()

None example_plot_copule.main	(	str	outdir = "copula_plots",
		int	seed = 123,
		int	n = 12000,
		int	d = 3,
		float	rho = 0.65,
		int	nu = 6
	)

Definition at line 169 of file example_plot_copule.py.

make_gaussian_copula()

example_plot_copule.make_gaussian_copula	(	Matrix	R,
		int	seed
	)

Definition at line 151 of file example_plot_copule.py.

make_student_t_copula()

example_plot_copule.make_student_t_copula	(	Matrix	R,
		int	nu,
		int	seed
	)

Definition at line 160 of file example_plot_copule.py.

plot_corr_heatmap()

None example_plot_copule.plot_corr_heatmap	(	np.ndarray	M,
		str	title,
		str	outpath
	)

Definition at line 106 of file example_plot_copule.py.

plot_density_surface_2d()

None example_plot_copule.plot_density_surface_2d	(	Any	copula,
		str	title,
		str	outpath,
		int	grid = 90
	)

Visualise exp(log_density(u)) sur [0,1]^2. (Seulement 2D).

Definition at line 124 of file example_plot_copule.py.

plot_marginal_uniformity()

None example_plot_copule.plot_marginal_uniformity	(	np.ndarray	U,
		str	title_prefix,
		str	outdir
	)

Definition at line 87 of file example_plot_copule.py.

plot_scatter_or_hist2d()

None example_plot_copule.plot_scatter_or_hist2d	(	np.ndarray	U,
		str	title,
		str	outpath,
		bool	use_hist2d = False
	)

Definition at line 64 of file example_plot_copule.py.

spearman_corr()

np.ndarray example_plot_copule.spearman_corr

(

np.ndarray

U

)

Corrélation de Spearman via corrcoef des rangs.

Definition at line 39 of file example_plot_copule.py.

Variable Documentation

d

example_plot_copule.d

Definition at line 232 of file example_plot_copule.py.

n

example_plot_copule.n

Definition at line 231 of file example_plot_copule.py.

nu

example_plot_copule.nu

Definition at line 234 of file example_plot_copule.py.

outdir

example_plot_copule.outdir

Definition at line 229 of file example_plot_copule.py.

rho

example_plot_copule.rho

Definition at line 233 of file example_plot_copule.py.

seed

example_plot_copule.seed

Definition at line 230 of file example_plot_copule.py.