"g ^dZddlZddlmZddlmZddlmZGddeZ d dZ d Z d Z y) zM Created on Fri Jan 29 19:19:45 2021 Author: Josef Perktold License: BSD-3 N)stats)check_random_state)CopulacNeZdZdZd fd ZdZd dZd dZd dZdZ dZ xZ S) IndependenceCopulaaIndependence copula. Copula with independent random variables. .. math:: C_ heta(u,v) = uv Parameters ---------- k_dim : int Dimension, number of components in the multivariate random variable. Notes ----- IndependenceCopula does not have copula parameters. If non-empty ``args`` are provided in methods, then a ValueError is raised. The ``args`` keyword is provided for a consistent interface across copulas. c&t||y)N)k_dim)super__init__)selfr __class__s k/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/distributions/copula/other_copulas.pyr zIndependenceCopula.__init__%s u%c.|dk7r| d}t||S)Nz3Independence copula does not use copula parameters.) ValueError)r argsmsgs r _handle_argszIndependenceCopula._handle_args(s" 2:$*HCS/ !Krcx|j|t|}|j||jf}|S)N)rrrandomr )r nobsr random_staterngxs rrvszIndependenceCopula.rvs/s6 $ . JJdjj) *rcptj|}tj|jddS)N)npasarrayonesshaper urs rpdfzIndependenceCopula.pdf5s( JJqMwwqwws|$$rc0tj|dS)Nr)axis)rprodr#s rcdfzIndependenceCopula.cdf9swwqr""rcy)Nrr)r s rtauzIndependenceCopula.tau<srctd)Nz PDF is constant over the domain.)NotImplementedError)r rs rplot_pdfzIndependenceCopula.plot_pdf?s!"DEEr))rN)r) __name__ __module__ __qualname____doc__r rrr%r)r+r. __classcell__)r s@rrrs,*& %#Frrc |jd}|t}tjj d||}||}tj |j D cgc] } | | c} } |r| ||fS| Scc} w)aRandom sampling from empirical copula using Beta distribution Parameters ---------- sample : ndarray Sample of multivariate observations in (o, 1) interval. size : int Number of observations to simulate. bw : float Bandwidth for Beta sampling. The beta copula corresponds to a kernel estimate of the distribution. bw=1 corresponds to the empirical beta copula. A small bandwidth like bw=0.001 corresponds to small noise added to the empirical distribution. Larger bw, e.g. bw=10 corresponds to kernel estimate with more smoothing. k_func : None or callable The default kernel function is currently a beta function with 1 added to the first beta parameter. return_extras : bool If this is False, then only the random sample will be returned. If true, then extra information is returned that is mainly of interest for verification. Returns ------- rvs : ndarray Multivariate sample with ``size`` observations drawn from the Beta Copula. Notes ----- Status: experimental, API will change. rsize)r"_kernel_rvs_beta1rrrandint column_stackT) sampler8bwk_func return_extrasnkfuncidxxixiikrvss r rvs_kernelrGCs|D  QA ~! ))  Aqt  ,C B ??bdd;sE#rN; s r_kernel_rvs_betarKrs4 ::>>!b&1*q1ulQ&6QWW> EErcZtjj||z d|z |z dzS)Nr0)rrIrrJs rr9r9ws* ::>>!b&1q5B,"2 33r)r0NF) r4numpyrscipyrstatsmodels.tools.rng_qrngr(statsmodels.distributions.copula.copulasrrrGrKr9rrrrQs89;1F1Fh,^F 4r