Create the ordinal sum of copulas

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

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()