statsmodels.distributions.copula.api.FrankCopula.logpdf

FrankCopula.logpdf(u, args=())

Evaluate log-pdf of the Frank copula.

Parameters:

uarray_like

Values of random bivariate random variable, each defined on [0, 1], for which log-pdf is computed. Bivariate case uses a closed-form expression; for higher dimensions the generic Copula log-pdf, log(self.pdf(...)), is used.

argstuple, optional

Copula parameters. If empty, then the copula parameters will be taken from the args attribute created when initializing the instance.

Returns:

ndarray

Copula log-pdf evaluated at points u.