Create a copulaΒΆ

In this basic example we are going to create a Normal copula from a correlation matrix.

In [1]:
from __future__ import print_function
import openturns as ot
In [2]:
# create the distribution
R = ot.CorrelationMatrix(3)
R[0, 1] = 0.25
R[1, 2] = 0.25
copula = ot.NormalCopula(R)
print(copula)
NormalCopula(R = [[ 1    0.25 0    ]
 [ 0.25 1    0.25 ]
 [ 0    0.25 1    ]])