VinecopLike.pdf

abstract VinecopLike.pdf(u, *, x=None, num_threads=1)

Joint vine-copula density c(u_1, ..., u_d) at each observation.

Parameters:

uarray, shape (n, d), dtype float

Pseudo-observations in [0, 1]^d.

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

External covariates threaded to each pair copula (non-simplified vines); None for the unconditional / simplified case.

num_threadsint, default=1

Accepted for parity with pyvinecopulib.core.Vinecop.pdf().

Returns:

array, shape (n,), dtype float

Joint density values.