Bicop.__init__

Bicop.__init__(*args, **kwargs)

Overloaded function.

  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.

Parameter family:

The copula family.

Parameter 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).

Parameter parameters:

The copula parameters.

Parameter 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 select().

Parameter data:

See select().

Parameter controls:

See select().

Parameter 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 attributes: "family", "rotation", "parameters", "var_types" 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.

Parameter filename:

The name of the JSON file to read.