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Assemble copulasΒΆ
In this example we are going to merge a collection of independent copulas into one.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
create a collection of copulas
R = ot.CorrelationMatrix(3)
R[0, 1] = 0.5
R[0, 2] = 0.25
collection = [ot.FrankCopula(3.0), ot.NormalCopula(R), ot.ClaytonCopula(2.0)]
merge the copulas
copula = ot.BlockIndependentCopula(collection)
print(copula)
BlockIndependentCopula(FrankCopula(theta = 3), NormalCopula(R = [[ 1 0.5 0.25 ]
[ 0.5 1 0 ]
[ 0.25 0 1 ]]), ClaytonCopula(theta = 2))