Vinecop.pdf_full

Vinecop.pdf_full(self, u: numpy.ndarray, num_threads: int = 1, keep_all: bool = True) → dict

Evaluates the vine copula density and, optionally, the per-edge densities and h-functions.

Parameters:

undarray, shape (n, d) or (n, 2 * d), dtype float

Evaluation points in (0, 1); additional columns are required for discrete variables (see select).

num_threadsint, default 1

Number of threads to parallelize the row-wise evaluation over.

keep_allbool, default True

If True, also return the per-edge densities and h-functions.

Returns:

dict

A dict with key "pdf" (an ndarray of length n, the copula density). If keep_all is True, it also contains "pdf_edges", "hfunc1", "hfunc2", "hfunc1_sub" and "hfunc2_sub", each a nested list indexed [tree][edge] of length-n arrays. The _sub fields hold the left-limit h-functions and are only populated when at least one variable is discrete; for models without discrete variables they are empty lists.