.. only:: html
.. note::
:class: sphx-glr-download-link-note
Click :ref:`here ` to download the full example code
.. rst-class:: sphx-glr-example-title
.. _sphx_glr_auto_data_analysis_estimate_dependency_and_copulas_plot_estimate_non_parametric_copula.py:
Fit a non parametric copula
===========================
In this example we are going to estimate a normal copula from a sample using non parametric representations.
.. code-block:: default
from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
ot.Log.Show(ot.Log.NONE)
Create data
.. code-block:: default
R = ot.CorrelationMatrix(2)
R[1, 0] = 0.4
copula = ot.NormalCopula(R)
sample = copula.getSample(30)
Estimate a normal copula using BernsteinCopulaFactory
.. code-block:: default
distribution = ot.BernsteinCopulaFactory().build(sample)
Draw fitted distribution
.. code-block:: default
graph = distribution.drawPDF()
view = viewer.View(graph)
.. image:: /auto_data_analysis/estimate_dependency_and_copulas/images/sphx_glr_plot_estimate_non_parametric_copula_001.png
:alt: [X0,X1] iso-PDF
:class: sphx-glr-single-img
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
/home/devel/project/build/python/src/site-packages/openturns/viewer.py:432: UserWarning: No contour levels were found within the data range.
contourset = self._ax[0].contour(X, Y, Z, **contour_kw)
Estimate a normal copula using KernelSmoothing
.. code-block:: default
distribution = ot.KernelSmoothing().build(sample).getCopula()
graph = distribution.drawPDF()
view = viewer.View(graph)
plt.show()
.. image:: /auto_data_analysis/estimate_dependency_and_copulas/images/sphx_glr_plot_estimate_non_parametric_copula_002.png
:alt: [X0,X1] iso-PDF
:class: sphx-glr-single-img
.. rst-class:: sphx-glr-timing
**Total running time of the script:** ( 0 minutes 0.231 seconds)
.. _sphx_glr_download_auto_data_analysis_estimate_dependency_and_copulas_plot_estimate_non_parametric_copula.py:
.. only :: html
.. container:: sphx-glr-footer
:class: sphx-glr-footer-example
.. container:: sphx-glr-download sphx-glr-download-python
:download:`Download Python source code: plot_estimate_non_parametric_copula.py `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download Jupyter notebook: plot_estimate_non_parametric_copula.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
`Gallery generated by Sphinx-Gallery `_