U Kv f @s^dZddlZddlmZddlmZddlmZGdddeZ dd d Z d d Z ddZ dS)zM Created on Fri Jan 29 19:19:45 2021 Author: Josef Perktold License: BSD-3 N)stats)check_random_state)CopulacsXeZdZdZdfdd ZddZdd d Zdd d ZdddZddZ ddZ Z 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. cstj|ddS)N)k_dim)super__init__)selfr __class__R/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/distributions/copula/other_copulas.pyr &szIndependenceCopula.__init__cCs&|dkr|dk rd}t|n|SdS)Nr z3Independence copula does not use copula parameters.) ValueError)r argsmsgr r r _handle_args)s zIndependenceCopula._handle_argsr NcCs&||t|}|||jf}|S)N)rrrandomr)r ZnobsrZ random_staterngxr r rrvs0s zIndependenceCopula.rvscCst|}t|jddS)N)npZasarrayZonesshaper urr r rpdf6s zIndependenceCopula.pdfcCstj|ddS)Nr)Zaxis)rprodrr r rcdf:szIndependenceCopula.cdfcCsdS)Nrr )r r r rtau=szIndependenceCopula.taucGs tddS)Nz PDF is constant over the domain.)NotImplementedError)r rr r rplot_pdf@szIndependenceCopula.plot_pdf)r)rr N)r )r ) __name__ __module__ __qualname____doc__r rrrrr r" __classcell__r r r rrs   rrFc sb|jd}|dkrttjjd||d}||}tfdd|jD}|rZ|||fS|SdS)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. rNsizecsg|]}|qSr r ).0ZxiibwZkfuncr r kszrvs_kernel..)r_kernel_rvs_beta1rrrandintZ column_stackT) sampler)r,Zk_funcZ return_extrasnidxxiZkrvsr r+r rvs_kernelDs"  r5cCs(tjj||dd||d|jdS)Nrr()rbetarrrr,r r r_kernel_rvs_betassr8cCstj||d||dS)Nr)rr6rr7r r rr.xsr.)rNF) r&ZnumpyrZscipyrZstatsmodels.tools.rng_qrngrZ(statsmodels.distributions.copula.copulasrrr5r8r.r r r rs   4 /