clayton.rng.evd.Logistic

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

Class for multivariate Logistic copula model.

Args:

Extreme (object):

see Extreme object.

Raises:

ValueError:

if theta > 1.0 and theta < 0.0.

Returns:

clayton.rng.evd.Logistic:

a Logistic object.

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

Instantiate Logistic class

Args:

theta (float):

parameter between 0 and 1.

n_sample (int):

sample size.

dim (int):

dimension

Raises:

ValueError:

if theta < 0.0 and theta > 1.0

Methods

__init__([theta, n_sample, dim])	Instantiate Logistic class
sample(inv_cdf)	Draws a bivariate sample the desired copula and invert it by a given generalized inverse of cumulative distribution function.
sample_unimargin()	Draws a sample from a multivariate Logistic model with uniform margins.

Attributes

asy
copula_type
invalid_thetas
psi1
psi2
sigmat
theta
theta_interval