1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33
|
#! /usr/bin/env python
import openturns as ot
ot.TESTPREAMBLE()
distribution = ot.FarlieGumbelMorgensternCopula(0.7)
size = 1000
sample = distribution.getSample(size)
factory = ot.FarlieGumbelMorgensternCopulaFactory()
estimatedDistribution = factory.build(sample)
print("distribution=", repr(distribution))
print("Estimated distribution=", repr(estimatedDistribution))
estimatedDistribution = factory.build()
print("Default distribution=", estimatedDistribution)
estimatedDistribution = factory.build(distribution.getParameter())
print("Distribution from parameters=", estimatedDistribution)
estimatedFarlieGumbelMorgensternCopula = factory.buildAsFarlieGumbelMorgensternCopula(
sample
)
print("FarlieGumbelMorgensternCopula =", distribution)
print(
"Estimated farlieGumbelMorgensternCopula=", estimatedFarlieGumbelMorgensternCopula
)
estimatedFarlieGumbelMorgensternCopula = factory.buildAsFarlieGumbelMorgensternCopula()
print("Default farlieGumbelMorgensternCopula=", estimatedFarlieGumbelMorgensternCopula)
estimatedFarlieGumbelMorgensternCopula = factory.buildAsFarlieGumbelMorgensternCopula(
distribution.getParameter()
)
print(
"FarlieGumbelMorgensternCopula from parameters=",
estimatedFarlieGumbelMorgensternCopula,
)
|