Bicop

class Bicop

A class for bivariate copula models.

The copula model is fully characterized by the family, rotation, and parameters.

Attributes

family	The copula family.
nobs	The number of observations (only for fitted objects).
npars	The number of parameters (for nonparametric families, a conceptually similar definition).
parameters	The copula parameter(s).
rotation	The copula rotation.
tau	The Kendall’s tau.
var_types	The type of the two variables.

Methods

__init__	Overloaded function.
aic	Evaluates the Akaike information criterion (AIC).
bic	Evaluates the Bayesian information criterion (BIC).
cdf	Evaluates the copula distribution.
fit	Fits a bivariate copula (with fixed family) to data.
hfunc1	Evaluates the first h-function.
hfunc2	Evaluates the second h-function.
hinv1	Evaluates the inverse of the first h-function.
hinv2	Evaluates the inverse of the second h-function.
loglik	Evaluates the log-likelihood.
mbic	Evaluates the modified Bayesian information criterion (mBIC).
parameters_lower_bounds	Gets lower bounds for copula parameters.
parameters_to_tau	Converts the copula parameters to Kendall’s \(tau\).
parameters_upper_bounds	Gets upper bounds for copula parameters.
pdf	Evaluates the copula density.
select	Selects the best fitting model.
simulate	Simulates from a bivariate copula.
str	Summarizes the model into a string (can be used for printing).
tau_to_parameters	Converts a Kendall’s \(\tau\) into copula parameters.
to_json	Write the copula object into a JSON file.