Index

A

a (copulax._src.univariate.uniform.Uniform attribute) adam() (in module copulax._src.optimize) aic() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) alpha (copulax._src.univariate.asym_gen_normal.AsymGenNormal attribute) (copulax._src.univariate.gamma.Gamma attribute) (copulax._src.univariate.gen_normal.GenNormal attribute) (copulax._src.univariate.ig.IG attribute) (copulax._src.univariate.nig.NIG attribute)

AMHCopula (class in copulax._src.copulas._archimedean) ArchimedeanCopula (class in copulax._src.copulas._archimedean) AsymGenNormal (class in copulax._src.univariate.asym_gen_normal)

B

b (copulax._src.univariate.uniform.Uniform attribute) batch_univariate_fitter() (in module copulax._src.univariate.univariate_fitter) beta (copulax._src.univariate.gamma.Gamma attribute) (copulax._src.univariate.gen_normal.GenNormal attribute) (copulax._src.univariate.ig.IG attribute) (copulax._src.univariate.nig.NIG attribute)

bic() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) brent() (in module copulax._src.optimize)

C

cdf() (copulax._src.univariate.asym_gen_normal.AsymGenNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gamma.Gamma method) (copulax._src.univariate.gen_normal.GenNormal method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.ig.IG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.nig.NIG method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.skewed_t.SkewedT method) (copulax._src.univariate.student_t.StudentT method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method) cdf_fwd() (in module copulax._src.univariate.gh) (in module copulax._src.univariate.gig) (in module copulax._src.univariate.nig) (in module copulax._src.univariate.skewed_t) chi (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.gig.GIG attribute) ClaytonCopula (class in copulax._src.copulas._archimedean) copula_cdf() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) copula_logpdf() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.ClaytonCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.copulas._mv_copulas.MeanVarianceCopulaBase method) copula_pdf() (copulax._src.copulas._distributions.CopulaBase method) copula_rvs() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.copulas._mv_copulas.MeanVarianceCopulaBase method) copula_sample() (copulax._src.copulas._distributions.CopulaBase method) CopulaBase (class in copulax._src.copulas._distributions) copulax._src._utils module copulax._src.copulas._archimedean module copulax._src.copulas._distributions module copulax._src.copulas._mv_copulas module copulax._src.multivariate.mvt_gh module copulax._src.multivariate.mvt_normal module copulax._src.multivariate.mvt_skewed_t module copulax._src.multivariate.mvt_student_t module

copulax._src.optimize module copulax._src.preprocessing.data_scaler module copulax._src.special module copulax._src.univariate._gof module copulax._src.univariate.asym_gen_normal module copulax._src.univariate.exponential module copulax._src.univariate.gamma module copulax._src.univariate.gen_normal module copulax._src.univariate.gh module copulax._src.univariate.gig module copulax._src.univariate.ig module copulax._src.univariate.lognormal module copulax._src.univariate.nig module copulax._src.univariate.normal module copulax._src.univariate.skewed_t module copulax._src.univariate.student_t module copulax._src.univariate.uniform module copulax._src.univariate.univariate_fitter module copulax._src.univariate.wald module copulax.copulas module copulax.multivariate module copulax.preprocessing module copulax.special module copulax.stats module copulax.univariate module corr() (in module copulax._src.multivariate._shape) cov() (in module copulax._src.multivariate._shape) cvm_test() (in module copulax._src.univariate._gof)

D

DataScaler (class in copulax._src.preprocessing.data_scaler) (class in copulax.preprocessing)

delta (copulax._src.univariate.nig.NIG attribute) digamma() (in module copulax._src.special) dist_type (copulax._src.copulas._distributions.CopulaBase property)

E

EllipticalCopula (class in copulax._src.copulas._mv_copulas) example_params() (copulax._src.copulas._archimedean.AMHCopula method) (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._mv_copulas.MeanVarianceCopulaBase method) (copulax._src.multivariate.mvt_gh.MvtGH method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT method) (copulax._src.multivariate.mvt_student_t.MvtStudentT method) (copulax._src.univariate.asym_gen_normal.AsymGenNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gamma.Gamma method) (copulax._src.univariate.gen_normal.GenNormal method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.ig.IG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.nig.NIG method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.skewed_t.SkewedT method) (copulax._src.univariate.student_t.StudentT method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method)

Exponential (class in copulax._src.univariate.exponential)

F

fit() (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.multivariate.mvt_gh.MvtGH method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT method) (copulax._src.preprocessing.data_scaler.DataScaler method) (copulax._src.univariate.asym_gen_normal.AsymGenNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gamma.Gamma method) (copulax._src.univariate.gen_normal.GenNormal method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.ig.IG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.nig.NIG method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.skewed_t.SkewedT method) (copulax._src.univariate.student_t.StudentT method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method) (copulax.preprocessing.DataScaler method)

fit_copula() (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.copulas._mv_copulas.MeanVarianceCopulaBase method) fit_marginals() (copulax._src.copulas._distributions.CopulaBase method) fit_transform() (copulax._src.preprocessing.data_scaler.DataScaler method) (copulax.preprocessing.DataScaler method) FrankCopula (class in copulax._src.copulas._archimedean)

G

Gamma (class in copulax._src.univariate.gamma) gamma (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.skewed_t.SkewedT attribute) GaussianCopula (class in copulax._src.copulas._mv_copulas) generator() (copulax._src.copulas._archimedean.AMHCopula method) (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.ClaytonCopula method) (copulax._src.copulas._archimedean.FrankCopula method) (copulax._src.copulas._archimedean.GumbelCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._archimedean.JoeCopula method) generator_inv() (copulax._src.copulas._archimedean.AMHCopula method) (copulax._src.copulas._archimedean.ArchimedeanCopula method) (copulax._src.copulas._archimedean.ClaytonCopula method) (copulax._src.copulas._archimedean.FrankCopula method) (copulax._src.copulas._archimedean.GumbelCopula method) (copulax._src.copulas._archimedean.IndependenceCopula method) (copulax._src.copulas._archimedean.JoeCopula method)

GenNormal (class in copulax._src.univariate.gen_normal) get_random_key() (in module copulax._src._utils) get_u() (copulax._src.copulas._distributions.CopulaBase method) get_x_dash() (copulax._src.copulas._mv_copulas.MeanVarianceCopulaBase method) GH (class in copulax._src.univariate.gh) GHCopula (class in copulax._src.copulas._mv_copulas) GIG (class in copulax._src.univariate.gig) GumbelCopula (class in copulax._src.copulas._archimedean)

I

IG (class in copulax._src.univariate.ig) igammacinv() (in module copulax._src.special) igammainv() (in module copulax._src.special) IndependenceCopula (class in copulax._src.copulas._archimedean) inverse_transform() (copulax._src.preprocessing.data_scaler.DataScaler method) (copulax.preprocessing.DataScaler method)

is_fitted (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax._src.preprocessing.data_scaler.DataScaler property) (copulax.preprocessing.DataScaler attribute) (copulax.preprocessing.DataScaler property)

J

JoeCopula (class in copulax._src.copulas._archimedean)

K

kappa (copulax._src.univariate.asym_gen_normal.AsymGenNormal attribute) ks_test() (in module copulax._src.univariate._gof)

kv() (in module copulax._src.special) kv_asymptotic() (in module copulax._src.special)

L

lamb (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.univariate.exponential.Exponential attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.gig.GIG attribute) (copulax._src.univariate.wald.Wald attribute) load() (in module copulax._src._serialization) log_kv() (in module copulax._src.special) log_kv_plus_s_log_r() (in module copulax._src.special) logcdf() (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.uniform.Uniform method)

LogNormal (class in copulax._src.univariate.lognormal) logpdf() (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method)

M

MeanVarianceCopula (class in copulax._src.copulas._mv_copulas) MeanVarianceCopulaBase (class in copulax._src.copulas._mv_copulas) method (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute) module copulax._src._utils copulax._src.copulas._archimedean copulax._src.copulas._distributions copulax._src.copulas._mv_copulas copulax._src.multivariate.mvt_gh copulax._src.multivariate.mvt_normal copulax._src.multivariate.mvt_skewed_t copulax._src.multivariate.mvt_student_t copulax._src.optimize copulax._src.preprocessing.data_scaler copulax._src.special copulax._src.univariate._gof copulax._src.univariate.asym_gen_normal copulax._src.univariate.exponential copulax._src.univariate.gamma copulax._src.univariate.gen_normal copulax._src.univariate.gh copulax._src.univariate.gig copulax._src.univariate.ig copulax._src.univariate.lognormal copulax._src.univariate.nig copulax._src.univariate.normal copulax._src.univariate.skewed_t copulax._src.univariate.student_t copulax._src.univariate.uniform copulax._src.univariate.univariate_fitter copulax._src.univariate.wald copulax.copulas copulax.multivariate copulax.preprocessing copulax.special copulax.stats copulax.univariate

mu (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.multivariate.mvt_normal.MvtNormal attribute) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT attribute) (copulax._src.multivariate.mvt_student_t.MvtStudentT attribute) (copulax._src.univariate.gen_normal.GenNormal attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.lognormal.LogNormal attribute) (copulax._src.univariate.nig.NIG attribute) (copulax._src.univariate.normal.Normal attribute) (copulax._src.univariate.skewed_t.SkewedT attribute) (copulax._src.univariate.student_t.StudentT attribute) (copulax._src.univariate.wald.Wald attribute) MvtGH (class in copulax._src.multivariate.mvt_gh) MvtNormal (class in copulax._src.multivariate.mvt_normal) MvtSkewedT (class in copulax._src.multivariate.mvt_skewed_t) MvtStudentT (class in copulax._src.multivariate.mvt_student_t)

N

NIG (class in copulax._src.univariate.nig) Normal (class in copulax._src.univariate.normal) nu (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT attribute) (copulax._src.multivariate.mvt_student_t.MvtStudentT attribute) (copulax._src.univariate.skewed_t.SkewedT attribute) (copulax._src.univariate.student_t.StudentT attribute)

O

offset (copulax._src.preprocessing.data_scaler.DataScaler attribute), [1] (copulax.preprocessing.DataScaler attribute), [1]

offset_only (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute)

P

pdf() (copulax._src.copulas._distributions.CopulaBase method) post_fns (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute) pre_fns (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute)

projected_gradient() (in module copulax._src.optimize) psi (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.gig.GIG attribute)

Q

q_high (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute)

q_low (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute)

R

random_correlation() (in module copulax._src.multivariate._shape) random_covariance() (in module copulax._src.multivariate._shape) rvs() (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.multivariate.mvt_gh.MvtGH method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT method) (copulax._src.multivariate.mvt_student_t.MvtStudentT method) (copulax._src.univariate.asym_gen_normal.AsymGenNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gamma.Gamma method) (copulax._src.univariate.gen_normal.GenNormal method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.ig.IG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.nig.NIG method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.skewed_t.SkewedT method) (copulax._src.univariate.student_t.StudentT method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method)

S

save() (copulax._src.preprocessing.data_scaler.DataScaler method) (copulax.preprocessing.DataScaler method) scale (copulax._src.preprocessing.data_scaler.DataScaler attribute), [1] (copulax.preprocessing.DataScaler attribute), [1] scale_only (copulax._src.preprocessing.data_scaler.DataScaler attribute) (copulax.preprocessing.DataScaler attribute) sigma (copulax._src.multivariate.mvt_gh.MvtGH attribute) (copulax._src.multivariate.mvt_normal.MvtNormal attribute) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT attribute) (copulax._src.multivariate.mvt_student_t.MvtStudentT attribute) (copulax._src.univariate.gh.GH attribute) (copulax._src.univariate.lognormal.LogNormal attribute) (copulax._src.univariate.normal.Normal attribute) (copulax._src.univariate.skewed_t.SkewedT attribute) (copulax._src.univariate.student_t.StudentT attribute) single_update() (in module copulax._src.optimize) SkewedT (class in copulax._src.univariate.skewed_t) SkewedTCopula (class in copulax._src.copulas._mv_copulas) stats() (copulax._src.multivariate.mvt_gh.MvtGH method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT method) (copulax._src.multivariate.mvt_student_t.MvtStudentT method) (copulax._src.univariate.asym_gen_normal.AsymGenNormal method) (copulax._src.univariate.exponential.Exponential method) (copulax._src.univariate.gamma.Gamma method) (copulax._src.univariate.gen_normal.GenNormal method) (copulax._src.univariate.gh.GH method) (copulax._src.univariate.gig.GIG method) (copulax._src.univariate.ig.IG method) (copulax._src.univariate.lognormal.LogNormal method) (copulax._src.univariate.nig.NIG method) (copulax._src.univariate.normal.Normal method) (copulax._src.univariate.skewed_t.SkewedT method) (copulax._src.univariate.student_t.StudentT method) (copulax._src.univariate.uniform.Uniform method) (copulax._src.univariate.wald.Wald method)

StudentT (class in copulax._src.univariate.student_t) StudentTCopula (class in copulax._src.copulas._mv_copulas) support() (copulax._src.copulas._distributions.CopulaBase method) (copulax._src.multivariate.mvt_gh.MvtGH method) (copulax._src.multivariate.mvt_normal.MvtNormal method) (copulax._src.multivariate.mvt_skewed_t.MvtSkewedT method) (copulax._src.multivariate.mvt_student_t.MvtStudentT method)

T

transform() (copulax._src.preprocessing.data_scaler.DataScaler method) (copulax.preprocessing.DataScaler method)

trigamma() (in module copulax._src.special)

U

Uniform (class in copulax._src.univariate.uniform)

univariate_fitter() (in module copulax._src.univariate.univariate_fitter)

W

Wald (class in copulax._src.univariate.wald)

Z

zeta (copulax._src.univariate.asym_gen_normal.AsymGenNormal attribute)