statsmodels.distributions.copula.api.ExtremeValueCopula.pdf#
- ExtremeValueCopula.pdf(u, args=())[source]#
Evaluate pdf of bivariate extreme value copula.
- Parameters:
- uarray_like
Values of the bivariate random variable, each defined on [0, 1], for which pdf is computed. Can be two dimensional with multivariate components in columns and observation in rows.
- args
tuple,optional Required parameters for the copula. The meaning and number of parameters in the tuple depends on the specific copula.
- Returns:
ndarrayPDF values at evaluation points.