pystra.dependence.copula

Use it: User guide · Worked example · Theory

Continuous copula specifications, independent of physical marginals.

Classes

Copula	Interface for continuous dependence on the unit cube.
FrankCopula	Bivariate Frank copula; theta=0 gives independence.
GaussianCopula	Gaussian copula specified by latent normal correlation R.
IndependentCopula	Product copula of the specified dimension.
StudentTCopula	Student-t copula with latent shape R and positive degrees of freedom.