Public Member Functions
def	__init__
def	generate_uv
def	generate_xy
def	estimate
Public Attributes
	X
	Y
	family
	tau
	pr
	sr
	U
	V
	theta
	X1
	Y1

Detailed Description

This class estimate parameter of copula
generate joint random variable for the parameters
This class has following three copulas:
    Clayton
    Frank
    Gumbel
    
Example:
    x = np.random.normal(size=100)
    y = np.random.normal(size=100)
    foo = Copula(x, y, 'frank')
    u,v = foo.generate(100)

Definition at line 22 of file copula.py.

Constructor & Destructor Documentation

def ambhas.copula.Copula.__init__	(	self,
		X,
		Y,
		family
	)

initialise the class with X and Y
Input:
    X:        one dimensional numpy array
    Y:        one dimensional numpy array
    family:   clayton or frank or gumbel
    
    Note: the size of X and Y should be same

Definition at line 39 of file copula.py.

Member Function Documentation

def ambhas.copula.Copula.estimate	(	self,
		data = `None`
	)

this function estimates the mean, std, iqr for the generated
ensemble

Output:
    Y1_mean = mean of the simulated ensemble
    Y1_std = std of the simulated ensemble
    Y1_ll = lower limit of the simulated ensemble
    Y1_ul = upper limit of the simulated ensemble

Definition at line 189 of file copula.py.

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def ambhas.copula.Copula.generate_uv	(	self,
		n = `1000`
	)

Generate random variables (u,v)

Input:
    n:        number of random copula to be generated

Output:
    U and V:  generated copula

Definition at line 94 of file copula.py.

def ambhas.copula.Copula.generate_xy	(	self,
		n = `1000`
	)

Generate random variables (x, y)

Input:
    n:        number of random copula to be generated

Output:
    X1 and Y1:  generated copula random numbers

Definition at line 163 of file copula.py.

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