statsmodels.distributions.copula.api.StudentTCopula.pdf

StudentTCopula.pdf(u, args=())

Probability density function of copula.

Parameters:

• u (array_like, 2-D) – Points of random variables in unit hypercube at which method is evaluated. The second (or last) dimension should be the same as the dimension of the random variable, e.g. 2 for bivariate copula.

• args (tuple) – Arguments for copula parameters. The number of arguments depends on the copula.

Returns:

pdf – Copula pdf evaluated at points u.

Return type:

ndarray, (nobs, k_dim)