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Create a copulaΒΆ
In this example we are going to create a Normal copula from a correlation matrix.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
create the distribution
R = ot.CorrelationMatrix(3)
R[0, 1] = 0.25
R[1, 2] = 0.25
copula = ot.NormalCopula(R)
print(copula)
NormalCopula(R = [[ 1 0.25 0 ]
[ 0.25 1 0.25 ]
[ 0 0.25 1 ]])