Bicop.parameters_to_beta

Bicop.parameters_to_beta(self, parameters: numpy.ndarray) → float

Converts the copula parameters to Blomqvist’s \(\beta\).

Blomqvist’s beta is computed from the copula cdf as \(\beta = 4\, C(0.5, 0.5) - 1\), using the same formula for every family (including the nonparametric tll).

Parameters:

parametersndarray, shape (n, m), dtype float

The parameters (must be a valid parametrization of the current family).