Bicop.__init__

Bicop.__init__(*args, **kwargs)

Creates a new instance of the class.

  1. __init__(self: pyvinecopulib.Bicop, family: pyvinecopulib.BicopFamily = <BicopFamily.indep: 0>, rotation: int = 0, parameters: numpy.ndarray[numpy.float64[m, n]] = array([], shape=(0, 0), dtype=float64), var_types: list[str] = [‘c’, ‘c’]) -> None

Instantiates a specific bivariate copula model.

Parameters:

  • family – The copula family.

  • rotation – The rotation of the copula; one of 0, 90, 180, or 270 (for Independence, Gaussian, Student, Frank, and nonparametric families, only 0 is allowed).

  • parameters – The copula parameters.

  • var_types – Two strings specifying the types of the variables, e.g., ("c", "d") means first variable continuous, second discrete.

  1. __init__(self: pyvinecopulib.Bicop, data: numpy.ndarray[numpy.float64[m, 2]], controls: pyvinecopulib.FitControlsBicop = FitControlsBicop(), var_types: list[str] = [‘c’, ‘c’]) -> None

Instantiates from data. Equivalent to creating a default Bicop() and then selecting the model using Bicop.select().

Parameters:

  • data – See Bicop.select().

  • controls – See Bicop.select().

  • var_types – Two strings specifying the types of the variables, e.g., ("c", "d") means first variable continuous, second discrete.

  1. __init__(self: pyvinecopulib.Bicop, filename: str) -> None

Instantiates from a JSON file. The input file contains four attributesThe input file contains four attributes: "fam", "rot", "par", "vt" respectively a string for the family name an integer for the rotation and a numeric matrix for the parameters and a list of two strings for the variable types.

Parameters:

filename – The name of the JSON file to read.