core.copulas.domain.models package

Subpackages

• core.copulas.domain.models.elliptical package
  • Submodules
  • core.copulas.domain.models.elliptical.gaussian module
    • GaussianCopula
      • GaussianCopula.family
      • GaussianCopula.name
      • GaussianCopula.bounds_param
      • GaussianCopula.parameters
      • GaussianCopula.AD()
      • GaussianCopula.IAD()
      • GaussianCopula.LTDC()
      • GaussianCopula.UTDC()
      • GaussianCopula.conditional_cdf_u_given_v()
      • GaussianCopula.conditional_cdf_v_given_u()
      • GaussianCopula.get_cdf()
      • GaussianCopula.get_pdf()
      • GaussianCopula.kendall_tau()
      • GaussianCopula.parameters
      • GaussianCopula.partial_derivative_C_wrt_u()
      • GaussianCopula.partial_derivative_C_wrt_v()
      • GaussianCopula.sample()
  • core.copulas.domain.models.elliptical.student module
    • StudentCopula
      • StudentCopula.AD()
      • StudentCopula.IAD()
      • StudentCopula.LTDC()
      • StudentCopula.UTDC()
      • StudentCopula.conditional_cdf_u_given_v()
      • StudentCopula.conditional_cdf_v_given_u()
      • StudentCopula.get_cdf()
      • StudentCopula.get_pdf()
      • StudentCopula.kendall_tau()
      • StudentCopula.parameters
      • StudentCopula.partial_derivative_C_wrt_u()
      • StudentCopula.partial_derivative_C_wrt_v()
      • StudentCopula.sample()
  • Module contents

Submodules

core.copulas.domain.models.interfaces module

class core.copulas.domain.models.interfaces.CopulaModel

Bases: ABC

abstractmethod get_cdf(u, v, param=None)

abstractmethod get_pdf(u, v, param=None)

abstractmethod kendall_tau(param=None)

abstractmethod sample(n, param=None)

core.copulas.domain.models.mixins module

class core.copulas.domain.models.mixins.AdvancedCopulaFeatures

Bases: object

AD(data)

IAD(data)

conditional_cdf_u_given_v(u, v, param=None)

conditional_cdf_v_given_u(u, v, param=None)

partial_derivative_C_wrt_u(u, v, param=None)

partial_derivative_C_wrt_v(u, v, param=None)

class core.copulas.domain.models.mixins.ModelSelectionMixin

Bases: object

AIC()

BIC()

kendall_tau_error(data)

class core.copulas.domain.models.mixins.SupportsTailDependence

Bases: object

LTDC(param)

UTDC(param)

Module contents