clayton.rng.evd.AsyNegLog

class clayton.rng.evd.AsyNegLog(theta=None, psi1=None, psi2=None, n_sample=1, dim=2)

Class for asymmetric negative logistic copula model.

Args:

Extreme (object):

Extreme object.

Raises:

TypeError: invalid theta. TypeError: invalid psi1 or psi2.

Returns:

clayton.rng.evd.asyneglog:

a AsyNegLog object.

abstract __init__(theta=None, psi1=None, psi2=None, n_sample=1, dim=2)

Instantiate the asymmetric negatic logistic copula model.

Args:

theta (float, optional):

parameter of the copula. Defaults to None.

psi1 (float, optional):

first coefficient of asymmetry. Defaults to None.

psi2 (float, optional):

second coefficient of asymmetry. Defaults to None.

n_sample (int, optional):

sample size. Defaults to 1.

dim (int, optional):

dimension. Defaults to 2.

Methods

__init__([theta, psi1, psi2, n_sample, dim])	Instantiate the asymmetric negatic logistic copula model.
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

asy
copula_type
invalid_thetas
psi1
psi2
sigmat
theta
theta_interval