statsmodels.distributions.copula.api.ArchimedeanCopula.logpdf

ArchimedeanCopula.logpdf(u, args=())

Evaluate log pdf of multivariate Archimedean copula.

Parameters:

uarray_like

Values of random bivariate random variable, each defined on [0, 1], for which log-pdf is computed. The second (or last) dimension should be the same as the dimension of the random variable, e.g., 2 for bivariate copula.

argstuple, optional

Copula parameters. If empty, then the copula parameters will be taken from the args attribute created when initializing the instance.

Returns:

ndarray

Copula log-pdf evaluated at points u.