TorchVinecop.pdf

TorchVinecop.pdf(u, *, num_threads=1, x=None, batched=None)

Evaluate the vine-copula density c(u_1, ..., u_d).

Parameters:

uarray, shape (n, d), dtype float

Pseudo-observations in [0, 1]^d (clamped to [1e-10, 1 - 1e-10]).

num_threadsint, default=1

Accepted for parity with pdf(); ignored.

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

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

batchedbool or None, optional

Fire one batched pair-copula call per tree level. None resolves via the subclass default; forced False when conditioning is active, and falls back to the non-batched cascade if the subclass has no batched fast path (or a pair does not support it).

Returns:

array, shape (n,), dtype float

Joint density values.