Extract the copula from a distributionΒΆ

In this basic example we are going to retrieve the copula from a multidimensional distribution.

In [2]:
from __future__ import print_function
import openturns as ot
In [7]:
# create a multivariate gaussian distribution
mu = [0.0] * 2
sigma = [1.0]*2
R = ot.CorrelationMatrix(2)
R[0, 1] = 0.25
distribution = ot.Normal(mu, sigma, R)
print(distribution)
Normal(mu = [0,0], sigma = [1,1], R = [[ 1    0.25 ]
 [ 0.25 1    ]])
In [8]:
# extract the copula
copula = distribution.getCopula()
print(copula)
NormalCopula(R = [[ 1    0.25 ]
 [ 0.25 1    ]])