clayton.rng.archimedean.Joe

class clayton.rng.archimedean.Joe(theta=None, n_sample=1, dim=2)

Class for Joe copula model.

Args:

Archimedean (object):

Archimedean object.

Returns:

clayton.rng.archimedean.Joe

abstract __init__(theta=None, n_sample=1, dim=2)

Instantiate the Archimedean object

Args:

theta (float):

parameter of the archimedean copula.

n_sample (int):

sample size.

dim (int):

dimension.

Raises:

ValueError:

If there is not in theta_interval or is in invalid_thetas.

Methods

__init__([theta, n_sample, dim])	Instantiate the Archimedean object
sample(inv_cdf)	Draws a bivariate sample the desired copula and invert it by a given generalized inverse of cumulative distribution function.
sample_unimargin()	Sample from Archimedean copula with uniform margins.

Attributes

copula_type
invalid_thetas
theta
theta_interval