statsmodels.distributions.copula.api.ClaytonCopula.pdf

ClaytonCopula.pdf(u, args=())

Evaluate pdf of the Clayton copula.

Parameters:

uarray_like

Values of random bivariate random variable, each defined on [0, 1], for which pdf is computed. Bivariate case uses a closed-form expression; for higher dimensions the generic Archimedean pdf is used.

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 pdf evaluated at points u.