DrawLowerTailDependenceFunction

(Source code, png)

../../_images/DrawLowerTailDependenceFunction.png
DrawLowerTailDependenceFunction(data)

Draw the lower tail dependence function.

The function is defined in Tail dependence coefficients. It is estimated from data.

Parameters:
sample2-d sequence of float

Bivariate sample

Returns:
graphGraph

The graph of the function u \mapsto \chi_L(u).

Examples

>>> import openturns as ot
>>> sample = ot.FrankCopula().getSample(100)
>>> graph = ot.VisualTest.DrawLowerTailDependenceFunction(sample)