Create the ordinal sum of copulas¶

In this example we are going to create an ordinal sum of copulas.

[1]:

from __future__ import print_function
import openturns as ot

[2]:

# Create a collection of copulas
collection = [ot.GumbelCopula(2), ot.NormalCopula(2)]

[3]:

# Merge the copulas
bounds = [0.3]
copula = ot.OrdinalSumCopula(collection, bounds)
print(copula)

OrdinalSumCopula([0, 0.3], GumbelCopula(theta = 2), [0.3, 1], NormalCopula(R = [[ 1 0 ]
 [ 0 1 ]]))

[4]:

# Draw PDF
graph = copula.drawPDF([512]*2)
graph.setXTitle('x')
graph.setYTitle('y')
graph.setLegendPosition('')
graph

[4]:

OpenTURNS