{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Copula fitting test using Kendall plot"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In this example we are going to perform a visual goodness-of-fit test for a copula with the Kendall plot test."
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"from __future__ import print_function\n",
"import openturns as ot"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"# Create two samples\n",
"N = 500\n",
"\n",
"dist1 = ot.ComposedDistribution([ot.Normal()] * 2, ot.GumbelCopula(3.0))\n",
"sample1 = dist1.getSample(N)\n",
"sample1.setName('sample1')\n",
"\n",
"dist2 = ot.ComposedDistribution([ot.Normal()] * 2, ot.ClaytonCopula(0.2))\n",
"sample2 = dist2.getSample(N)\n",
"sample2.setName('sample2')"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"# Change the parameter for the evaluation of E(Wi)\n",
"ot.ResourceMap.SetAsUnsignedInteger('VisualTest-KendallPlot-MonteCarloSize', 25)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"data": {
"image/svg+xml": [
"\n",
"\n",
"\n",
"\n"
],
"text/plain": [
"class=Graph name=Kendall Plot implementation=class=GraphImplementation name=Kendall Plot title=Kendall Plot xTitle=GumbelCopula yTitle=sample1 axes=ON grid=ON legendposition=topleft legendFontSize=1 drawables=[class=Drawable name=Unnamed implementation=class=Curve name=Unnamed derived from class=DrawableImplementation name=Unnamed legend= data=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=2 dimension=2 data=[[0,0],[1,1]] color=red fillStyle=solid lineStyle=dashed pointStyle=none lineWidth=1,class=Drawable name=Unnamed implementation=class=Curve name=Unnamed derived from class=DrawableImplementation name=Unnamed legend= data=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=500 dimension=2 data=[[0,0],[0.000240481,0],[0.000561122,0],[0.00160321,0.00200401],[0.00272545,0.00400802],[0.00336673,0.00400802],[0.00368737,0.00601202],[0.00448898,0.00601202],[0.0050501,0.00601202],[0.00673347,0.00601202],[0.00729459,0.01002],[0.00801603,0.01002],[0.00913828,0.01002],[0.01002,0.012024],[0.0116232,0.012024],[0.012505,0.0140281],[0.0133868,0.0140281],[0.0146693,0.0160321],[0.0157114,0.0200401],[0.0168337,0.0200401],[0.0179559,0.0220441],[0.0188377,0.0220441],[0.0196393,0.0220441],[0.0206814,0.0240481],[0.0216433,0.0260521],[0.0224449,0.0260521],[0.023487,0.0260521],[0.0247695,0.0260521],[0.0258116,0.0260521],[0.0270942,0.0260521],[0.0282164,0.0280561],[0.0295792,0.0280561],[0.0304609,0.0300601],[0.0314228,0.0340681],[0.0326253,0.0360721],[0.033507,0.0360721],[0.0342285,0.0380762],[0.0353507,0.0380762],[0.0371944,0.0420842],[0.0382365,0.0420842],[0.04,0.0440882],[0.0412024,0.0440882],[0.0420842,0.0460922],[0.0431263,0.0460922],[0.0443287,0.0480962],[0.0454509,0.0480962],[0.0470541,0.0501002],[0.048497,0.0541082],[0.0494589,0.0561122],[0.0513828,0.0561122],[0.0527455,0.0601202],[0.0541082,0.0641283],[0.0548297,0.0661323],[0.0563527,0.0681363],[0.0576353,0.0681363],[0.0589178,0.0681363],[0.0597194,0.0681363],[0.0607615,0.0701403],[0.0623647,0.0701403],[0.063487,0.0701403],[0.0646092,0.0701403],[0.0655711,0.0701403],[0.0668537,0.0721443],[0.0681363,0.0741483],[0.0694188,0.0761523],[0.0709419,0.0761523],[0.0721443,0.0781563],[0.0737475,0.0781563],[0.0743888,0.0781563],[0.0756713,0.0821643],[0.0767134,0.0841683],[0.0780762,0.0841683],[0.0792786,0.0841683],[0.0808818,0.0841683],[0.0821643,0.0841683],[0.0836874,0.0861723],[0.0851303,0.0881764],[0.0863327,0.0901804],[0.0872946,0.0901804],[0.0885772,0.0901804],[0.0895391,0.0921844],[0.0906613,0.0921844],[0.092024,0.0961924],[0.0932265,0.0981964],[0.0953908,0.0981964],[0.0968337,0.0981964],[0.0983567,0.102204],[0.0993988,0.102204],[0.101242,0.102204],[0.102846,0.102204],[0.104289,0.104208],[0.105731,0.106212],[0.107335,0.108216],[0.108697,0.108216],[0.11006,0.11022],[0.111503,0.112224],[0.113026,0.112224],[0.114389,0.112224],[0.116072,0.116232],[0.117355,0.116232],[0.119359,0.118236],[0.120721,0.118236],[0.122645,0.118236],[0.124489,0.12024],[0.126172,0.12024],[0.127615,0.122244],[0.128818,0.124248],[0.130421,0.124248],[0.132024,0.124248],[0.133707,0.126253],[0.13491,0.126253],[0.136593,0.126253],[0.138036,0.126253],[0.139559,0.126253],[0.140601,0.130261],[0.141804,0.134269],[0.143166,0.134269],[0.14485,0.136273],[0.145812,0.138277],[0.147335,0.140281],[0.148537,0.142285],[0.1499,0.142285],[0.151022,0.144289],[0.152385,0.144289],[0.154148,0.144289],[0.155431,0.148297],[0.157114,0.148297],[0.158557,0.152305],[0.160401,0.152305],[0.161844,0.154309],[0.163046,0.160321],[0.164489,0.162325],[0.166172,0.164329],[0.167615,0.164329],[0.169218,0.166333],[0.170501,0.170341],[0.171463,0.170341],[0.173307,0.174349],[0.17523,0.178357],[0.177234,0.178357],[0.178517,0.178357],[0.1798,0.182365],[0.181242,0.184369],[0.182124,0.186373],[0.183968,0.192385],[0.185411,0.196393],[0.187014,0.196393],[0.188457,0.200401],[0.18982,0.204409],[0.191263,0.206413],[0.192866,0.208417],[0.194549,0.208417],[0.195671,0.212425],[0.196794,0.218437],[0.198076,0.222445],[0.199679,0.222445],[0.201202,0.224449],[0.203447,0.226453],[0.20481,0.226453],[0.206253,0.228457],[0.207295,0.234469],[0.208978,0.236473],[0.2101,0.236473],[0.211543,0.238477],[0.213467,0.240481],[0.214749,0.246493],[0.216032,0.248497],[0.217555,0.248497],[0.219559,0.254509],[0.221723,0.258517],[0.222846,0.258517],[0.224208,0.258517],[0.225651,0.258517],[0.227575,0.264529],[0.229579,0.264529],[0.230782,0.264529],[0.232946,0.264529],[0.234629,0.268537],[0.236072,0.272545],[0.237836,0.272545],[0.23976,0.278557],[0.241202,0.278557],[0.242966,0.278557],[0.24497,0.278557],[0.246733,0.280561],[0.248497,0.282565],[0.250421,0.284569],[0.252425,0.290581],[0.254749,0.292585],[0.256192,0.296593],[0.257796,0.300601],[0.259719,0.302605],[0.262124,0.302605],[0.264048,0.304609],[0.265651,0.304609],[0.266854,0.304609],[0.269018,0.304609],[0.270621,0.304609],[0.272385,0.308617],[0.273587,0.310621],[0.275431,0.312625],[0.276794,0.312625],[0.278798,0.316633],[0.280802,0.316633],[0.281844,0.316633],[0.283607,0.320641],[0.285451,0.322645],[0.287295,0.326653],[0.289299,0.326653],[0.291543,0.328657],[0.292665,0.328657],[0.29523,0.330661],[0.297876,0.332665],[0.300281,0.332665],[0.302685,0.332665],[0.304449,0.334669],[0.305972,0.336673],[0.308056,0.338677],[0.309659,0.342685],[0.311904,0.342685],[0.314549,0.344689],[0.317275,0.350701],[0.318958,0.352705],[0.320321,0.354709],[0.321443,0.354709],[0.324409,0.358717],[0.326172,0.362725],[0.328337,0.362725],[0.330261,0.362725],[0.332024,0.362725],[0.333868,0.364729],[0.335631,0.366733],[0.336994,0.366733],[0.338758,0.368737],[0.340922,0.370741],[0.343086,0.372745],[0.34477,0.372745],[0.346453,0.378758],[0.348457,0.378758],[0.351824,0.378758],[0.353507,0.378758],[0.355671,0.380762],[0.357355,0.380762],[0.35984,0.380762],[0.361443,0.382766],[0.364008,0.382766],[0.365852,0.38477],[0.367535,0.386774],[0.36994,0.390782],[0.371864,0.392786],[0.373547,0.39479],[0.375311,0.39479],[0.377395,0.398798],[0.3798,0.400802],[0.382044,0.402806],[0.384689,0.40481],[0.386533,0.40481],[0.387896,0.408818],[0.389018,0.408818],[0.391263,0.408818],[0.393267,0.408818],[0.395431,0.410822],[0.397836,0.412826],[0.39992,0.41483],[0.402325,0.41483],[0.404649,0.416834],[0.407295,0.416834],[0.409058,0.416834],[0.411383,0.420842],[0.413547,0.420842],[0.416192,0.422846],[0.418517,0.422846],[0.420842,0.426854],[0.423407,0.428858],[0.425731,0.430862],[0.427816,0.432866],[0.42982,0.432866],[0.431743,0.436874],[0.434549,0.438878],[0.436152,0.442886],[0.437996,0.446894],[0.44024,0.452906],[0.441523,0.452906],[0.444248,0.452906],[0.446894,0.45491],[0.448417,0.456914],[0.452104,0.458918],[0.454589,0.460922],[0.456192,0.462926],[0.458196,0.462926],[0.461082,0.472946],[0.463487,0.478958],[0.46517,0.478958],[0.467415,0.478958],[0.47006,0.480962],[0.472064,0.482966],[0.47495,0.482966],[0.476874,0.482966],[0.478958,0.48497],[0.481202,0.48497],[0.483046,0.48497],[0.48489,0.490982],[0.486814,0.496994],[0.488818,0.496994],[0.490982,0.507014],[0.492745,0.507014],[0.49523,0.509018],[0.496994,0.511022],[0.499319,0.519038],[0.501483,0.521042],[0.503968,0.521042],[0.505731,0.52505],[0.507976,0.52505],[0.509739,0.529058],[0.512385,0.533066],[0.514309,0.537074],[0.516874,0.541082],[0.519519,0.543086],[0.522164,0.543086],[0.52489,0.54509],[0.528016,0.54509],[0.530581,0.549098],[0.534269,0.551102],[0.536192,0.551102],[0.537876,0.551102],[0.540762,0.55511],[0.542926,0.559118],[0.545571,0.561122],[0.547575,0.567134],[0.55006,0.571142],[0.552866,0.573146],[0.55503,0.573146],[0.557756,0.583166],[0.55984,0.583166],[0.562405,0.583166],[0.565291,0.583166],[0.567214,0.583166],[0.568737,0.583166],[0.570581,0.58517],[0.573226,0.587174],[0.575471,0.587174],[0.578196,0.589178],[0.580521,0.589178],[0.581964,0.591182],[0.583407,0.591182],[0.585331,0.593186],[0.587816,0.593186],[0.589739,0.59519],[0.591583,0.603206],[0.593507,0.603206],[0.59511,0.60521],[0.597996,0.60521],[0.600962,0.607214],[0.602886,0.617234],[0.60505,0.621242],[0.607535,0.621242],[0.610341,0.621242],[0.613146,0.625251],[0.614669,0.625251],[0.617796,0.629259],[0.62004,0.631263],[0.622605,0.633267],[0.62517,0.633267],[0.628056,0.633267],[0.630381,0.635271],[0.632786,0.639279],[0.635351,0.639279],[0.637836,0.643287],[0.64008,0.643287],[0.642565,0.649299],[0.64513,0.649299],[0.648016,0.649299],[0.650261,0.651303],[0.652826,0.651303],[0.655391,0.655311],[0.658196,0.657315],[0.660281,0.657315],[0.663246,0.663327],[0.666132,0.669339],[0.669499,0.669339],[0.672465,0.673347],[0.675351,0.673347],[0.677916,0.675351],[0.68008,0.675351],[0.682806,0.677355],[0.685852,0.681363],[0.687776,0.681363],[0.690341,0.683367],[0.693066,0.683367],[0.695631,0.693387],[0.697796,0.693387],[0.700281,0.695391],[0.703327,0.701403],[0.706453,0.701403],[0.709178,0.705411],[0.711423,0.705411],[0.71519,0.709419],[0.716954,0.711423],[0.720401,0.713427],[0.723447,0.713427],[0.725451,0.717435],[0.728257,0.723447],[0.730902,0.723447],[0.732826,0.727455],[0.734429,0.727455],[0.737715,0.733467],[0.739719,0.735471],[0.741964,0.741483],[0.745331,0.741483],[0.747816,0.741483],[0.750942,0.745491],[0.752786,0.747495],[0.754549,0.749499],[0.757916,0.749499],[0.75992,0.753507],[0.763206,0.755511],[0.76521,0.757515],[0.768898,0.761523],[0.770902,0.763527],[0.773467,0.767535],[0.775792,0.769539],[0.779479,0.777555],[0.781723,0.777555],[0.783888,0.781563],[0.786212,0.781563],[0.78982,0.781563],[0.792946,0.785571],[0.79511,0.787575],[0.798076,0.791583],[0.801363,0.793587],[0.804489,0.793587],[0.806493,0.797595],[0.808096,0.799599],[0.811623,0.799599],[0.81507,0.799599],[0.817074,0.799599],[0.81996,0.801603],[0.823487,0.803607],[0.825812,0.807615],[0.828938,0.811623],[0.831263,0.815631],[0.833747,0.817635],[0.836553,0.819639],[0.838798,0.829659],[0.841443,0.829659],[0.843287,0.829659],[0.845291,0.835671],[0.848417,0.839679],[0.850741,0.845691],[0.853226,0.845691],[0.855631,0.847695],[0.858437,0.847695],[0.861162,0.849699],[0.863727,0.849699],[0.866934,0.849699],[0.869739,0.851703],[0.872705,0.853707],[0.87519,0.863727],[0.877836,0.863727],[0.880721,0.869739],[0.883607,0.869739],[0.885932,0.871743],[0.888417,0.873747],[0.891864,0.877756],[0.894669,0.877756],[0.896834,0.87976],[0.901242,0.887776],[0.905571,0.891784],[0.907896,0.8998],[0.910862,0.901804],[0.914709,0.911824],[0.917435,0.915832],[0.919118,0.915832],[0.922244,0.917836],[0.92505,0.917836],[0.928577,0.921844],[0.931142,0.923848],[0.934669,0.927856],[0.937395,0.933868],[0.9398,0.933868],[0.942766,0.937876],[0.945972,0.937876],[0.948778,0.93988],[0.951102,0.941884],[0.953427,0.945892],[0.956633,0.953908],[0.958878,0.955912],[0.961042,0.955912],[0.963607,0.965932],[0.966894,0.96994],[0.96978,0.971944],[0.973307,0.971944],[0.976914,0.973948],[0.980281,0.975952],[0.982926,0.983968],[0.986453,0.98998],[0.9899,0.98998],[0.992465,0.98998],[0.995752,0.997996],[0.998798,0.997996]] color=blue fillStyle=solid lineStyle=solid pointStyle=none lineWidth=1]"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Test a specific copula model for a given sample\n",
"copula_test = ot.GumbelCopula(3)\n",
"ot.VisualTest.DrawKendallPlot(sample1, copula_test)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
"image/svg+xml": [
"\n",
"\n",
"\n",
"\n"
],
"text/plain": [
"class=Graph name=Kendall Plot implementation=class=GraphImplementation name=Kendall Plot title=Kendall Plot xTitle=sample1 yTitle=sample2 axes=ON grid=ON legendposition=topleft legendFontSize=1 drawables=[class=Drawable name=Unnamed implementation=class=Curve name=Unnamed derived from class=DrawableImplementation name=Unnamed legend= data=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=2 dimension=2 data=[[0,0],[1,1]] color=red fillStyle=solid lineStyle=dashed pointStyle=none lineWidth=1,class=Drawable name=Unnamed implementation=class=Curve name=Unnamed derived from class=DrawableImplementation name=Unnamed legend= data=class=Sample name=Unnamed implementation=class=SampleImplementation name=Unnamed size=500 dimension=2 data=[[0,0],[0,0],[0,0],[0.00200401,0],[0.00400802,0],[0.00400802,0],[0.00601202,0],[0.00601202,0],[0.00601202,0.00200401],[0.00601202,0.00200401],[0.01002,0.00400802],[0.01002,0.00400802],[0.01002,0.00601202],[0.012024,0.01002],[0.012024,0.012024],[0.0140281,0.012024],[0.0140281,0.012024],[0.0160321,0.012024],[0.0200401,0.0140281],[0.0200401,0.0140281],[0.0220441,0.0140281],[0.0220441,0.0140281],[0.0220441,0.0140281],[0.0240481,0.0160321],[0.0260521,0.0160321],[0.0260521,0.0160321],[0.0260521,0.0160321],[0.0260521,0.0180361],[0.0260521,0.0200401],[0.0260521,0.0200401],[0.0280561,0.0200401],[0.0280561,0.0200401],[0.0300601,0.0200401],[0.0340681,0.0200401],[0.0360721,0.0220441],[0.0360721,0.0240481],[0.0380762,0.0240481],[0.0380762,0.0240481],[0.0420842,0.0260521],[0.0420842,0.0260521],[0.0440882,0.0280561],[0.0440882,0.0280561],[0.0460922,0.0280561],[0.0460922,0.0280561],[0.0480962,0.0280561],[0.0480962,0.0300601],[0.0501002,0.0320641],[0.0541082,0.0320641],[0.0561122,0.0320641],[0.0561122,0.0340681],[0.0601202,0.0340681],[0.0641283,0.0340681],[0.0661323,0.0340681],[0.0681363,0.0360721],[0.0681363,0.0360721],[0.0681363,0.0380762],[0.0681363,0.0400802],[0.0701403,0.0400802],[0.0701403,0.0420842],[0.0701403,0.0420842],[0.0701403,0.0420842],[0.0701403,0.0420842],[0.0721443,0.0420842],[0.0741483,0.0420842],[0.0761523,0.0440882],[0.0761523,0.0440882],[0.0781563,0.0460922],[0.0781563,0.0460922],[0.0781563,0.0460922],[0.0821643,0.0480962],[0.0841683,0.0501002],[0.0841683,0.0501002],[0.0841683,0.0501002],[0.0841683,0.0521042],[0.0841683,0.0521042],[0.0861723,0.0521042],[0.0881764,0.0521042],[0.0901804,0.0541082],[0.0901804,0.0541082],[0.0901804,0.0541082],[0.0921844,0.0541082],[0.0921844,0.0561122],[0.0961924,0.0561122],[0.0981964,0.0561122],[0.0981964,0.0581162],[0.0981964,0.0581162],[0.102204,0.0581162],[0.102204,0.0581162],[0.102204,0.0581162],[0.102204,0.0601202],[0.104208,0.0601202],[0.106212,0.0601202],[0.108216,0.0601202],[0.108216,0.0601202],[0.11022,0.0601202],[0.112224,0.0621242],[0.112224,0.0621242],[0.112224,0.0641283],[0.116232,0.0641283],[0.116232,0.0641283],[0.118236,0.0641283],[0.118236,0.0661323],[0.118236,0.0661323],[0.12024,0.0661323],[0.12024,0.0681363],[0.122244,0.0681363],[0.124248,0.0681363],[0.124248,0.0681363],[0.124248,0.0681363],[0.126253,0.0701403],[0.126253,0.0701403],[0.126253,0.0701403],[0.126253,0.0721443],[0.126253,0.0741483],[0.130261,0.0741483],[0.134269,0.0761523],[0.134269,0.0761523],[0.136273,0.0761523],[0.138277,0.0761523],[0.140281,0.0761523],[0.142285,0.0761523],[0.142285,0.0781563],[0.144289,0.0781563],[0.144289,0.0781563],[0.144289,0.0781563],[0.148297,0.0801603],[0.148297,0.0821643],[0.152305,0.0821643],[0.152305,0.0821643],[0.154309,0.0841683],[0.160321,0.0841683],[0.162325,0.0841683],[0.164329,0.0861723],[0.164329,0.0861723],[0.166333,0.0881764],[0.170341,0.0881764],[0.170341,0.0921844],[0.174349,0.0921844],[0.178357,0.0921844],[0.178357,0.0941884],[0.178357,0.0961924],[0.182365,0.0961924],[0.184369,0.0961924],[0.186373,0.0981964],[0.192385,0.0981964],[0.196393,0.0981964],[0.196393,0.1002],[0.200401,0.1002],[0.204409,0.1002],[0.206413,0.1002],[0.208417,0.102204],[0.208417,0.102204],[0.212425,0.104208],[0.218437,0.104208],[0.222445,0.104208],[0.222445,0.104208],[0.224449,0.106212],[0.226453,0.114228],[0.226453,0.114228],[0.228457,0.114228],[0.234469,0.114228],[0.236473,0.114228],[0.236473,0.114228],[0.238477,0.114228],[0.240481,0.114228],[0.246493,0.116232],[0.248497,0.116232],[0.248497,0.116232],[0.254509,0.118236],[0.258517,0.118236],[0.258517,0.12024],[0.258517,0.122244],[0.258517,0.124248],[0.264529,0.126253],[0.264529,0.126253],[0.264529,0.126253],[0.264529,0.128257],[0.268537,0.128257],[0.272545,0.128257],[0.272545,0.130261],[0.278557,0.130261],[0.278557,0.130261],[0.278557,0.130261],[0.278557,0.132265],[0.280561,0.134269],[0.282565,0.134269],[0.284569,0.134269],[0.290581,0.134269],[0.292585,0.136273],[0.296593,0.136273],[0.300601,0.138277],[0.302605,0.138277],[0.302605,0.140281],[0.304609,0.140281],[0.304609,0.142285],[0.304609,0.144289],[0.304609,0.146293],[0.304609,0.148297],[0.308617,0.150301],[0.310621,0.152305],[0.312625,0.152305],[0.312625,0.152305],[0.316633,0.152305],[0.316633,0.152305],[0.316633,0.152305],[0.320641,0.154309],[0.322645,0.154309],[0.326653,0.154309],[0.326653,0.156313],[0.328657,0.158317],[0.328657,0.162325],[0.330661,0.162325],[0.332665,0.164329],[0.332665,0.164329],[0.332665,0.164329],[0.334669,0.168337],[0.336673,0.168337],[0.338677,0.168337],[0.342685,0.170341],[0.342685,0.172345],[0.344689,0.174349],[0.350701,0.176353],[0.352705,0.180361],[0.354709,0.180361],[0.354709,0.182365],[0.358717,0.186373],[0.362725,0.186373],[0.362725,0.186373],[0.362725,0.186373],[0.362725,0.188377],[0.364729,0.188377],[0.366733,0.188377],[0.366733,0.190381],[0.368737,0.192385],[0.370741,0.192385],[0.372745,0.194389],[0.372745,0.196393],[0.378758,0.198397],[0.378758,0.202405],[0.378758,0.204409],[0.378758,0.204409],[0.380762,0.204409],[0.380762,0.210421],[0.380762,0.210421],[0.382766,0.210421],[0.382766,0.214429],[0.38477,0.214429],[0.386774,0.214429],[0.390782,0.216433],[0.392786,0.218437],[0.39479,0.222445],[0.39479,0.222445],[0.398798,0.224449],[0.400802,0.224449],[0.402806,0.230461],[0.40481,0.230461],[0.40481,0.230461],[0.408818,0.230461],[0.408818,0.232465],[0.408818,0.234469],[0.408818,0.236473],[0.410822,0.236473],[0.412826,0.238477],[0.41483,0.240481],[0.41483,0.240481],[0.416834,0.240481],[0.416834,0.240481],[0.416834,0.242485],[0.420842,0.242485],[0.420842,0.242485],[0.422846,0.244489],[0.422846,0.244489],[0.426854,0.244489],[0.428858,0.248497],[0.430862,0.248497],[0.432866,0.250501],[0.432866,0.250501],[0.436874,0.250501],[0.438878,0.252505],[0.442886,0.252505],[0.446894,0.254509],[0.452906,0.256513],[0.452906,0.260521],[0.452906,0.264529],[0.45491,0.264529],[0.456914,0.264529],[0.458918,0.266533],[0.460922,0.266533],[0.462926,0.268537],[0.462926,0.270541],[0.472946,0.274549],[0.478958,0.276553],[0.478958,0.276553],[0.478958,0.276553],[0.480962,0.278557],[0.482966,0.280561],[0.482966,0.280561],[0.482966,0.284569],[0.48497,0.286573],[0.48497,0.288577],[0.48497,0.290581],[0.490982,0.290581],[0.496994,0.292585],[0.496994,0.292585],[0.507014,0.294589],[0.507014,0.296593],[0.509018,0.296593],[0.511022,0.302605],[0.519038,0.302605],[0.521042,0.302605],[0.521042,0.302605],[0.52505,0.304609],[0.52505,0.306613],[0.529058,0.310621],[0.533066,0.310621],[0.537074,0.312625],[0.541082,0.312625],[0.543086,0.316633],[0.543086,0.316633],[0.54509,0.318637],[0.54509,0.320641],[0.549098,0.320641],[0.551102,0.320641],[0.551102,0.322645],[0.551102,0.322645],[0.55511,0.322645],[0.559118,0.328657],[0.561122,0.328657],[0.567134,0.328657],[0.571142,0.330661],[0.573146,0.336673],[0.573146,0.336673],[0.583166,0.336673],[0.583166,0.338677],[0.583166,0.342685],[0.583166,0.344689],[0.583166,0.344689],[0.583166,0.346693],[0.58517,0.350701],[0.587174,0.350701],[0.587174,0.352705],[0.589178,0.352705],[0.589178,0.358717],[0.591182,0.360721],[0.591182,0.362725],[0.593186,0.364729],[0.593186,0.370741],[0.59519,0.372745],[0.603206,0.372745],[0.603206,0.374749],[0.60521,0.378758],[0.60521,0.378758],[0.607214,0.386774],[0.617234,0.388778],[0.621242,0.388778],[0.621242,0.388778],[0.621242,0.390782],[0.625251,0.39479],[0.625251,0.398798],[0.629259,0.400802],[0.631263,0.40481],[0.633267,0.406814],[0.633267,0.408818],[0.633267,0.41483],[0.635271,0.41483],[0.639279,0.41483],[0.639279,0.416834],[0.643287,0.420842],[0.643287,0.420842],[0.649299,0.42485],[0.649299,0.428858],[0.649299,0.428858],[0.651303,0.428858],[0.651303,0.430862],[0.655311,0.432866],[0.657315,0.436874],[0.657315,0.436874],[0.663327,0.438878],[0.669339,0.44489],[0.669339,0.446894],[0.673347,0.448898],[0.673347,0.450902],[0.675351,0.450902],[0.675351,0.452906],[0.677355,0.452906],[0.681363,0.452906],[0.681363,0.452906],[0.683367,0.458918],[0.683367,0.460922],[0.693387,0.462926],[0.693387,0.46493],[0.695391,0.466934],[0.701403,0.472946],[0.701403,0.472946],[0.705411,0.476954],[0.705411,0.478958],[0.709419,0.478958],[0.711423,0.480962],[0.713427,0.480962],[0.713427,0.480962],[0.717435,0.482966],[0.723447,0.482966],[0.723447,0.48497],[0.727455,0.48497],[0.727455,0.48497],[0.733467,0.488978],[0.735471,0.488978],[0.741483,0.49499],[0.741483,0.49499],[0.741483,0.496994],[0.745491,0.496994],[0.747495,0.501002],[0.749499,0.501002],[0.749499,0.503006],[0.753507,0.503006],[0.755511,0.50501],[0.757515,0.507014],[0.761523,0.507014],[0.763527,0.511022],[0.767535,0.517034],[0.769539,0.521042],[0.777555,0.523046],[0.777555,0.52505],[0.781563,0.529058],[0.781563,0.53507],[0.781563,0.53507],[0.785571,0.537074],[0.787575,0.539078],[0.791583,0.539078],[0.793587,0.54509],[0.793587,0.54509],[0.797595,0.551102],[0.799599,0.557114],[0.799599,0.559118],[0.799599,0.563126],[0.799599,0.563126],[0.801603,0.56513],[0.803607,0.567134],[0.807615,0.571142],[0.811623,0.583166],[0.815631,0.583166],[0.817635,0.591182],[0.819639,0.59519],[0.829659,0.599198],[0.829659,0.601202],[0.829659,0.60521],[0.835671,0.611222],[0.839679,0.619238],[0.845691,0.619238],[0.845691,0.621242],[0.847695,0.625251],[0.847695,0.631263],[0.849699,0.631263],[0.849699,0.633267],[0.849699,0.633267],[0.851703,0.637275],[0.853707,0.647295],[0.863727,0.647295],[0.863727,0.649299],[0.869739,0.653307],[0.869739,0.663327],[0.871743,0.665331],[0.873747,0.667335],[0.877756,0.667335],[0.877756,0.669339],[0.87976,0.675351],[0.887776,0.681363],[0.891784,0.683367],[0.8998,0.683367],[0.901804,0.687375],[0.911824,0.693387],[0.915832,0.693387],[0.915832,0.695391],[0.917836,0.695391],[0.917836,0.701403],[0.921844,0.703407],[0.923848,0.711423],[0.927856,0.715431],[0.933868,0.719439],[0.933868,0.719439],[0.937876,0.751503],[0.937876,0.751503],[0.93988,0.755511],[0.941884,0.767535],[0.945892,0.769539],[0.953908,0.787575],[0.955912,0.795591],[0.955912,0.807615],[0.965932,0.813627],[0.96994,0.837675],[0.971944,0.845691],[0.971944,0.863727],[0.973948,0.873747],[0.975952,0.875752],[0.983968,0.875752],[0.98998,0.907816],[0.98998,0.911824],[0.98998,0.923848],[0.997996,0.931864],[0.997996,0.97996]] color=blue fillStyle=solid lineStyle=solid pointStyle=none lineWidth=1]"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Test whether two samples have the same copula model\n",
"ot.VisualTest.DrawKendallPlot(sample1, sample2)"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.2"
}
},
"nbformat": 4,
"nbformat_minor": 1
}