statsmodels.distributions.copula.api.CopulaDistribution.pdf

CopulaDistribution.pdf(y, cop_args=None, marg_args=None)

PDF of copula distribution.

Parameters:

• y (array_like) – Values of random variable at which to evaluate cdf. If 2-dimensional, then components of multivariate random variable need to be in columns

• cop_args (tuple) – Copula parameters. If None, then the copula parameters will be taken from the cop_args attribute created when initiializing the instance.

• marg_args (list of tuples) – Parameters for the marginal distributions. It can be None if none of the marginal distributions have parameters, otherwise it needs to be a list of tuples with the same length has the number of marginal distributions. The list can contain empty tuples for marginal distributions that do not take parameter arguments.

Return type:

pdf values