GaussianCopula
GaussianCopula#
- class liesel.distributions.copulas.GaussianCopula(*args, **kwargs)[source]#
Bases:
tensorflow_probability.substrates.jax.distributions.transformed_distribution.TransformedDistribution
The bivariate Gaussian copula.
- Parameters
dependence – The correlation parameter.
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.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.name – Python
str
, name prefixed toOps
created by this class.
Methods
This has only inherited attributes from another library. Please refer to the original documentation.