BicopFamily

class BicopFamily(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

A bivariate copula family identifier.

The following convenient sets of families are also provided:

• all contains all the families,

• parametric contains the parametric families (all except tll),

• nonparametric contains the nonparametric families (indep and tll)

• one_par contains the parametric families with a single parameter, (gaussian, clayton, gumbel, frank, and joe),

• two_par contains the parametric families with two parameters (student, bb1, bb6, bb7, and bb8),

• three_par contains the parametric families with three parameters (tawn),

• elliptical contains the elliptical families (gaussian and student),

• archimedean contains the archimedean families (clayton, gumbel, frank, joe, bb1, bb6, bb7, and bb8),

• extreme_value contains the extreme value families (tawn and gumbel),

• bb contains the BB families (bb1, bb6, bb7, and bb8),

• itau families for which estimation by Kendall’s tau inversion is available (indep, gaussian, student, clayton, gumbel, frank, joe),

• lt contains the families that are lower-tail dependent (clayton, bb1, bb7, tawn),

• ut contains the families that are upper-tail dependent (gumbel, joe, bb1, bb6, bb7, bb8, tawn),

• rotationless contains families that don’t have a rotation because they already cover positive and negative dependence (indep, gaussian, student, frank, tll).