Vinecop.pdf

Vinecop.pdf(self: pyvinecopulib.Vinecop, u: numpy.ndarray[numpy.float64[m, n]], num_threads: int = 1) → 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 \(n \times (d + k)\) or \(n \times 2d\) matrix of evaluation points, where \(k\) is the number of discrete variables (see select()).

Parameter num_threads:

The number of threads to use for computations; if greater than 1, the function will be applied concurrently to num_threads batches of u.