BicopBase.pdf

abstract BicopBase.pdf(u, x=None)

Pair-copula density c(u) at each observation.

Parameters:

uarray, shape (n, 2), dtype float

Pair pseudo-observations in the unit square.

xarray, shape (n, k), or None, optional

Conditioning variables; ignored by an unconditional copula.

Returns:

array, shape (n,), dtype float

Density values.