DrawUpperExtremalDependenceFunction

(Source code, png)

DrawUpperExtremalDependenceFunction(data)

Draw the upper extremal 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 .

Examples

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

Examples using the function

Estimate tail dependence coefficients on the wave-surge data

Estimate tail dependence coefficients on the wave-surge data

Estimate tail dependence coefficients on the wind data

Estimate tail dependence coefficients on the wind data