예제 #1
0
    def test_cdf_value_if_all_other_arg_are_one(self):
        """Test of the analytical properties of copulas on a range of values of theta."""
        # Setup
        instance = Gumbel()
        tau_values = np.linspace(0.0, 1.0, 20)[1:-1]

        # Run/Check
        for tau in tau_values:
            instance.tau = tau
            instance.theta = instance.compute_theta()
            copula_single_arg_not_one(instance)
예제 #2
0
    def test_cdf_value_if_all_other_arg_are_one(self):
        """Test of the analytical properties of copulas on a range of values of theta."""
        # Setup
        instance = Bivariate(CopulaTypes.FRANK)
        tau_values = np.linspace(-1.0, 1.0, 20)[1:-1]

        # Run/Check
        for tau in tau_values:
            instance.tau = tau
            instance.theta = instance.compute_theta()
            copula_single_arg_not_one(instance, tolerance=1E-03)