VineDensity.pdf
- VineDensity.pdf(X, copula_only=False)
Evaluates the joint density at the given samples.
Returns the full joint density \(\hat f(\mathbf{x}) = \hat c(\hat F_1(x_1), \ldots, \hat F_d(x_d)) \prod_j \hat f_j(x_j)\) by default. Set
copula_only=Trueto skip the marginal-density product and return only the copula factor.- Parameters:
- Xndarray, shape (n_samples, n_features), dtype float, or DataFrame
Test samples.
- copula_onlybool, default=False
If
True, return only the copula density evaluated at the pseudo-observations.
- Returns:
- ndarray, shape (n_samples,), dtype float
Density values.