Bicop.logpdf_deriv

Bicop.logpdf_deriv(self, u: numpy.ndarray, deriv: str, parameters: numpy.ndarray | None = None, num_threads: int = 1) → numpy.ndarray

Evaluates a first derivative of the log-density \(\partial \log c / \partial \cdot\).

For parameter selectors, dedicated closed forms are used where available (numerically stabler than pdf_deriv() / pdf() when the density is small); argument selectors are composed by the quotient rule.

Notes

If parameters is given, the copula is evaluated with a different parameter set per row of u instead of the stored parameters. parameters is then an (n, p) array with one row per row of u and p == len(self.parameters) columns, in the family’s natural (unrotated) parameterization, and the evaluation may be parallelized over num_threads. This is supported for parametric families only; a nonparametric family, a wrong shape, or non-finite or out-of-bounds values raise RuntimeError.