AMBHAS
ambhas.copula.Copula Class Reference

List of all members.

Public Member Functions

def __init__
def generate_uv
def generate_xy
def estimate

Public Attributes

 X
 Y
 family
 tau
 pr
 sr
 U
 V
 theta
 X1
 Y1

Detailed Description

This class estimate parameter of copula
generate joint random variable for the parameters
This class has following three copulas:
    Clayton
    Frank
    Gumbel
    
Example:
    x = np.random.normal(size=100)
    y = np.random.normal(size=100)
    foo = Copula(x, y, 'frank')
    u,v = foo.generate(100)

Definition at line 22 of file copula.py.


Constructor & Destructor Documentation

def ambhas.copula.Copula.__init__ (   self,
  X,
  Y,
  family 
)
initialise the class with X and Y
Input:
    X:        one dimensional numpy array
    Y:        one dimensional numpy array
    family:   clayton or frank or gumbel
    
    Note: the size of X and Y should be same

Definition at line 39 of file copula.py.


Member Function Documentation

def ambhas.copula.Copula.estimate (   self,
  data = None 
)
this function estimates the mean, std, iqr for the generated
ensemble

Output:
    Y1_mean = mean of the simulated ensemble
    Y1_std = std of the simulated ensemble
    Y1_ll = lower limit of the simulated ensemble
    Y1_ul = upper limit of the simulated ensemble

Definition at line 189 of file copula.py.

Here is the call graph for this function:

def ambhas.copula.Copula.generate_uv (   self,
  n = 1000 
)
Generate random variables (u,v)

Input:
    n:        number of random copula to be generated

Output:
    U and V:  generated copula
    

Definition at line 94 of file copula.py.

def ambhas.copula.Copula.generate_xy (   self,
  n = 1000 
)
Generate random variables (x, y)

Input:
    n:        number of random copula to be generated

Output:
    X1 and Y1:  generated copula random numbers
    

Definition at line 163 of file copula.py.

Here is the caller graph for this function:


Member Data Documentation

Definition at line 46 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 82 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 172 of file copula.py.

Definition at line 46 of file copula.py.

Definition at line 172 of file copula.py.


The documentation for this class was generated from the following file:
 All Classes Namespaces Files Functions Variables