Python TailDep Examples

Example #1

File: student.py Project: surajitdb/copulae

    def lambda_(self):
        df = self._df
        rho = self._rhos
        if np.isinf(df):
            res = (self._rhos == 1).astype(float)
        else:
            res = 2 * t.cdf(-np.sqrt((df + 1) * (1 - rho)), df=df + 1)

        return TailDep(res, res)

Example #2

File: gumbel.py Project: otreewen2020/copulae

 def lambda_(self):
     return TailDep(0, 2 * 2**(1 / self.params))

Example #3

File: gaussian.py Project: otreewen2020/copulae

 def lambda_(self):
     res = (self._rhos == 1).astype(float)
     return TailDep(res, res)

Example #4

 def lambda_(self):
     return TailDep(0, 0)

Example #5

File: frank.py Project: zimmer18q4/copulae

 def lambda_(self):  # pragma: no cover
     return TailDep(0, 0)

Example #6

File: clayton.py Project: otreewen2020/copulae

    def lambda_(self):
        if np.isnan(self._theta):
            return TailDep(self._theta, self._theta)

        return TailDep(2**(-1 / self._theta) if self._theta > 0 else 0, 0)