clayton.rng.base.Extreme¶
- class clayton.rng.base.Extreme(n_sample=1, dim=2)¶
Base class for multivariate extreme value copulas.
- Args:
- Multivariate (object):
see Multivariate object
- abstract __init__(n_sample=1, dim=2)¶
Initialize Multivariate object.
- Args:
- n_sample (int, optional):
sample size. Defaults to 1.
- dim (int, optional):
dimension. Defaults to 2.
- Raises:
- ValueError:
sample size is not a positive integer.
- ValueError:
dimension is not a positive integer.
Methods
__init__([n_sample, dim])Initialize Multivariate 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 extreme value copula with uniform margins.
Attributes
asycopula_typepsi1psi2sigmattheta