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Extract the copula from a distributionΒΆ
In this example we are going to retrieve the copula from a multidimensional distribution.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
create a multivariate gaussian distribution
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)
Normal(mu = [0,0], sigma = [1,1], R = [[ 1 0.25 ]
[ 0.25 1 ]])
extract the copula
copula = distribution.getCopula()
print(copula)
NormalCopula(R = [[ 1 0.25 ]
[ 0.25 1 ]])