clayton.rng.evd.Bilog

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

Class for bilogistic distribution model Smith (1990).

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

Instantiate Bilog model

Args:
theta (ndarray, optional):

parameter of the model. Defaults to None.

n_sample (int, optional):

sample size. Defaults to 1.

dim (int, optional):

dimension. Defaults to 2.

Methods

__init__([theta, n_sample, dim])

Instantiate Bilog 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

psi1

psi2

sigmat

theta