Create the ordinal sum of copulas

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

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 collection of copulas

collection = [ot.GumbelCopula(2), ot.NormalCopula(2)]

Merge the copulas

bounds = [0.3]
copula = ot.OrdinalSumCopula(collection, bounds)
print(copula)

Out:

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

Draw PDF

graph = copula.drawPDF([512]*2)
graph.setXTitle('x')
graph.setYTitle('y')
graph.setLegendPosition('')
view = viewer.View(graph)
plt.show()