statsmodels.distributions.copula.api.GaussianCopula.cdf#

GaussianCopula.cdf(u, args=(), rng=None)#

Evaluate the cdf of the copula.

Parameters:

uarray_like, 2-D: Points of random variables in unit hypercube at which method is evaluated.
argstuple, optional: Arguments for copula parameters. Not used by elliptical copulas, which take their parameters as attributes.
rngint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional: Passed to the underlying SciPy distribution’s rng argument, if supported by the installed SciPy version, to control the quasi-Monte Carlo integration used to evaluate the cdf. If rng is None, a new Generator is created using fresh entropy from the operating system. If rng is an int or array of ints, a new Generator is created, seeded with rng. If rng is already a Generator or RandomState instance, that instance is used.
random_stateint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional: Deprecated since version 0.15: random_state has been deprecated. In-line with SPEC-007, use rng for passing a random number generator or seed.

Returns: