Joint from marginals and copula
Define a joint distribution from a list of marginals and a copula to introduce dependency. JointCopula
is a
child class of DistributionND
.
A JointCopula
distribution may possess a cdf()
, pdf()
and log_pdf()
methods if the copula allows for it
(i.e., if the copula possesses the necessary evaluate_cdf()
and evaluate_pdf()
methods - See Copula
).
The parameters of the distribution are only stored as attributes of the marginals/copula objects. However, the
get_parameters()
and update_parameters()
methods can still be used for the joint. Note that each parameter of
the joint is assigned a unique string identifier as key_index
- where key
is the parameter name and index
the
index of the marginal (e.g., location parameter of the 2nd marginal is identified as loc_1
); and key_c
for
copula parameters.
The JointCopula
class is imported using the following command:
>>> from UQpy.distributions.collection.JointCopula import JointCopula
- class JointCopula(marginals, copula)[source]
- Parameters:
-
ordered_parameters:
list
Parameters of the distribution.
This attribute is not defined for certain
Distribution
objects such as those of typeJointIndependent
orJointCopula
. The user is advised to use theget_parameters()
method to access the parameters.
- get_parameters()[source]
Return the parameters of a
Distributions
object.To update the parameters of a
JointIndependent
or aJointCopula
distribution, each parameter is assigned a unique string identifier askey_index
- wherekey
is the parameter name andindex
the index of the marginal (e.g., location parameter of the 2nd marginal is identified asloc_1
).- Return type:
- Returns:
Parameters of the distribution.
- update_parameters(**kwargs)[source]
Update the parameters of a
Distributions
object.To update the parameters of a
JointIndependent
or aJointCopula
distribution, each parameter is assigned a unique string identifier askey_index
- wherekey
is the parameter name andindex
the index of the marginal (e.g., location parameter of the 2nd marginal is identified asloc_1
).- Parameters:
kwargs (
dict
) – Parameters to be updated- Raises:
ValueError – if kwargs contains key that does not already exist.