M/Ph fdZddlZddlmZddlmZddlmZGddeZ d d Z d Z d Z dS)zM Created on Fri Jan 29 19:19:45 2021 Author: Josef Perktold License: BSD-3 N)stats)check_random_state)CopulacNeZdZdZd fd ZdZddZdd Zdd Zd Z d Z 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. cLt|dS)N)k_dim)super__init__)selfr __class__s n/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/distributions/copula/other_copulas.pyr zIndependenceCopula.__init__%s$ u%%%%%c8|dkr|d}t||S)Nz3Independence copula does not use copula parameters.) ValueError)r argsmsgs r _handle_argszIndependenceCopula._handle_args(s& 2::$*HCS// !KrrNc||t|}|||jf}|S)N)rrrandomr )r nobsr random_staterngxs rrvszIndependenceCopula.rvs/s@ $ .. JJdj) * *rcltj|}tj|jddS)N)npasarrayonesshaper urs rpdfzIndependenceCopula.pdf5s) JqMMwqwss|$$$rc.tj|dS)Nr )axis)r!prodr%s rcdfzIndependenceCopula.cdf9swqr""""rcdS)Nrr)r s rtauzIndependenceCopula.tau<sqrc td)Nz PDF is constant over the domain.)NotImplementedError)r rs rplot_pdfzIndependenceCopula.plot_pdf?s!"DEEEr)r)rrN)r) __name__ __module__ __qualname____doc__r rrr'r+r-r0 __classcell__)rs@rrrs*&&&&&& %%%%####FFFFFFFrrrFc |jd}|t tjd||}||}tj fd|jD}|r|||fS|S)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. rNsizec(g|]}|Srr).0xiibwkfuncs r zrvs_kernel..js#;;;sEE#rNN;;;r)r$_kernel_rvs_beta1r!rrandint column_stackT) sampler8r<k_func return_extrasnidxxikrvsr=s ` @r rvs_kernelrJCsD  QA ~! )  Aqt  , ,C B ?;;;;;bd;;; < >!b&1*q1ulQ&6QW> E EErcZtj||z d|z |z dzS)Nr)rrLrrMs rr?r?ws+ :>>!b&1q5B,"2 3 33r)rNF) r4numpyr!scipyrstatsmodels.tools.rng_qrngr(statsmodels.distributions.copula.copulasrrrJrNr?rrrrTs999999;;;;;;1F1F1F1F1F1F1F1Fh,,,,^FFF 44444r