clayton.rng.archimedean.Nelsen14¶
- class clayton.rng.archimedean.Nelsen14(theta=None, n_sample=1, dim=2)¶
Class for Nelsen14 copula model
- Args:
- Archimedean (object):
Archimedean object.
- Returns:
clayton.rng.archimedean.Nelsen14
- 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 ininvalid_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