Create a copulaΒΆ
In this example we are going to create a Normal copula from a correlation matrix.
[1]:
from __future__ import print_function
import openturns as ot
[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 ]])