clayton.rng.evd.AsymmetricLogistic

class clayton.rng.evd.AsymmetricLogistic(theta=None, n_sample=1, dim=2, asy=None)

Class for multivariate asymmetric logistic copula model.

Args:

Extreme (object):

see Extreme object.

Raises:

TypeError: invalid theta. TypeError: asy is not a list of size 2**d -1. TypeError: asy does not satisfy the constraints. TypeError: asy does not satisfy the constraints.

Returns:

clayton.rng.evd.AsymmetricLogistic:

a AsymmetricLogistic object.

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

Instantiate asymmetric logistic

Args:

theta (float, optional):

parameter of the copula. Defaults to None.

n_sample (int, optional):

sample size. Defaults to 1.

dim (int, optional):

dimension. Defaults to 2.

asy (list, optional):

asymmetry coefficients. Defaults to None.

Methods

__init__([theta, n_sample, dim, asy])	Instantiate asymmetric logistic
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
psi1
psi2
sigmat
theta