Note

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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    ]])