Copula Distributions ==================== .. automodule:: copulax.copulas :members: :undoc-members: Copula Base ----------- The universal abstract base class shared by every copula family (Mean-Variance, Archimedean). .. automodule:: copulax._src.copulas._distributions :members: :undoc-members: Mean-Variance Copulas --------------------- Copulas derived from normal mixture distributions (McNeil, Frey, Embrechts 2005, §3.2). ``MeanVarianceCopulaBase`` is the umbrella; :class:`EllipticalCopula` covers normal *variance* mixtures (Gaussian, Student-T; γ=0, strictly elliptical); :class:`MeanVarianceCopula` covers normal *mean-variance* mixtures (GH, Skewed-T; γ≠0). .. automodule:: copulax._src.copulas._mv_copulas :members: :undoc-members: Archimedean Copulas ------------------- Copulas defined by a generator function φ and its inverse ψ. .. automodule:: copulax._src.copulas._archimedean :members: :undoc-members: