GaussianCopula#
- class liesel.distributions.copulas.GaussianCopula(*args, **kwargs)[source]#
Bases:
TransformedDistribution
The bivariate Gaussian copula.
- Parameters:
dependence – The correlation parameter. (default:
None
)validate_args – Python
bool
, defaultFalse
. WhenTrue
, distribution parameters are checked for validity despite possibly degrading runtime performance. WhenFalse
, invalid inputs may silently render incorrect outputs. (default:False
)allow_nan_stats – Python
bool
, defaultTrue
. WhenTrue
, statistics (e.g., mean, mode, variance) use the valueNaN
to indicate the result is undefined. WhenFalse
, an exception is raised if one or more of the statistic’s batch members are undefined. (default:True
)name – Python
str
, name prefixed toOps
created by this class. (default:'GaussianCopula'
)
Methods
This section contains does not show inherited methods. Please refer to the documentation of the parent class for documentation on inherited methods.