GaussianCopula

class liesel.distributions.copulas.GaussianCopula(*args, **kwargs)

Bases: tensorflow_probability.substrates.jax.distributions.transformed_distribution.TransformedDistribution

The bivariate Gaussian copula.

Parameters

• dependence – The correlation parameter.

• validate_args – Python bool, default False. When True, distribution parameters are checked for validity despite possibly degrading runtime performance. When False, invalid inputs may silently render incorrect outputs.

• allow_nan_stats – Python bool, default True. When True, statistics (e.g., mean, mode, variance) use the value NaN to indicate the result is undefined. When False, an exception is raised if one or more of the statistic’s batch members are undefined.

• name – Python str, name prefixed to Ops created by this class.

Methods

This has only inherited attributes from another library. Please refer to the original documentation.