statsmodels.distributions.copula.api.ExtremeValueCopula.pdf

ExtremeValueCopula.pdf(u, args=())

Evaluate pdf of bivariate extreme value copula.

Parameters:

• u (array_like) – Values of random bivariate random variable, each defined on [0, 1], for which cdf is computed. Can be two dimensional with multivariate components in columns and observation in rows.

• args (tuple) – Required parameters for the copula. The meaning and number of parameters in the tuple depends on the specific copula.

Return type:

PDF values at evaluation points.