.. 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_kendallplot_test.py: Copula fitting test using Kendall plot ====================================== In this example we are going to perform a visual goodness-of-fit test for a copula with the Kendall plot test. .. 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 two samples .. code-block:: default N = 500 dist1 = ot.ComposedDistribution([ot.Normal()] * 2, ot.GumbelCopula(3.0)) sample1 = dist1.getSample(N) sample1.setName('sample1') dist2 = ot.ComposedDistribution([ot.Normal()] * 2, ot.ClaytonCopula(0.2)) sample2 = dist2.getSample(N) sample2.setName('sample2') Change the parameter for the evaluation of E(Wi) .. code-block:: default ot.ResourceMap.SetAsUnsignedInteger('VisualTest-KendallPlot-MonteCarloSize', 25) Test a specific copula model for a given sample .. code-block:: default copula_test = ot.GumbelCopula(3) graph = ot.VisualTest.DrawKendallPlot(sample1, copula_test) view =viewer.View(graph) .. image:: /auto_data_analysis/estimate_dependency_and_copulas/images/sphx_glr_plot_kendallplot_test_001.png :alt: Kendall Plot :class: sphx-glr-single-img Test whether two samples have the same copula model .. code-block:: default graph = ot.VisualTest.DrawKendallPlot(sample1, sample2) view = viewer.View(graph) plt.show() .. image:: /auto_data_analysis/estimate_dependency_and_copulas/images/sphx_glr_plot_kendallplot_test_002.png :alt: Kendall Plot :class: sphx-glr-single-img .. rst-class:: sphx-glr-timing **Total running time of the script:** ( 0 minutes 0.478 seconds) .. _sphx_glr_download_auto_data_analysis_estimate_dependency_and_copulas_plot_kendallplot_test.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_kendallplot_test.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_kendallplot_test.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_