.. 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_probabilistic_modeling_copulas_plot_extract_copula.py:
Extract the copula from a distribution
======================================
In this example we are going to retrieve the copula from a multidimensional distribution.
.. 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 a multivariate gaussian distribution
.. code-block:: default
mu = [0.0] * 2
sigma = [1.0]*2
R = ot.CorrelationMatrix(2)
R[0, 1] = 0.25
distribution = ot.Normal(mu, sigma, R)
print(distribution)
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
Normal(mu = [0,0], sigma = [1,1], R = [[ 1 0.25 ]
[ 0.25 1 ]])
extract the copula
.. code-block:: default
copula = distribution.getCopula()
print(copula)
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
NormalCopula(R = [[ 1 0.25 ]
[ 0.25 1 ]])
.. rst-class:: sphx-glr-timing
**Total running time of the script:** ( 0 minutes 0.001 seconds)
.. _sphx_glr_download_auto_probabilistic_modeling_copulas_plot_extract_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_extract_copula.py `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download Jupyter notebook: plot_extract_copula.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
`Gallery generated by Sphinx-Gallery `_