Copula ----------- Copula Class ^^^^^^^^^^^^^^^^ Methods ~~~~~~~~~~~~~~~~~~ .. autoclass:: UQpy.distributions.baseclass.Copula :members: get_parameters, update_parameters, check_marginals Attributes ~~~~~~~~~~~~~~~~~~ .. autoattribute:: UQpy.distributions.baseclass.Copula.parameters .. autoattribute:: UQpy.distributions.baseclass.Copula.ordered_parameters ---- List of Copulas ^^^^^^^^^^^^^^^^ Clayton ~~~~~~~~~~~~~~~~~~ Clayton copula having cumulative distribution function .. math:: F(u_1, u_2) = \max(u_1^{-\Theta} + u_2^{-\Theta} - 1, 0)^{-1/{\Theta}} where :math:`u_1 = F_1(x_1), u_2 = F_2(x_2)` are uniformly distributed on the interval `[0, 1]`. The :class:`.Clayton` class is imported using the following command: >>> from UQpy.distributions.copulas.Clayton import Clayton .. autoclass:: UQpy.distributions.copulas.Clayton :members: ______ Frank ~~~~~~~~~~~~~~~~~~ Frank copula having cumulative distribution function :math:`F(u_1, u_2) = -\dfrac{1}{\Theta} \log(1+\dfrac{(\exp(-\Theta u_1)-1)(\exp(-\Theta u_2)-1)}{\exp(-\Theta)-1})` where :math:`u_1 = F_1(x_1), u_2 = F_2(x_2)` are uniformly distributed on the interval `[0, 1]`. The :class:`.Frank` class is imported using the following command: >>> from UQpy.distributions.copulas.Frank import Frank .. autoclass:: UQpy.distributions.copulas.Frank :members: ______ Gumbel ~~~~~~~~~~~~~~~~~~ Gumbel copula having cumulative distribution function .. math:: F(u_1, u_2) = \exp(-(-\log(u_1))^{\Theta} + (-\log(u_2))^{\Theta})^{1/{\Theta}} where :math:`u_1 = F_1(x_1), u_2 = F_2(x_2)` are uniformly distributed on the interval `[0, 1]`. The :class:`.Gumbel` class is imported using the following command: >>> from UQpy.distributions.collection.Gumbel import Gumbel .. autoclass:: UQpy.distributions.copulas.Gumbel :members: