Create a copula

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

from __future__ import print_function
import openturns as ot

# 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    ]])