Bicop.pdf¶
- Bicop.pdf(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]]) → numpy.ndarray[numpy.float64[m, 1]]¶
Evaluates the copula density.
The copula density is defined as joint density divided by marginal densities, irrespective of variable types.
- Parameter
u: An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.
- Returns
The copula density evaluated at
u.
- Parameter