DrawUpperExtremalDependenceFunction

(Source code, png)

../../_images/DrawUpperExtremalDependenceFunction.png
DrawUpperExtremalDependenceFunction(data)

Draw the upper extremal dependence function.

The function is defined in Tail dependence coefficients. It is estimated from data.

Parameters:
sample2-d sequence of float

Bivariate sample.

Returns:
graphGraph

The graph of the function u \mapsto \bar{\chi}(u).

Examples

>>> import openturns as ot
>>> sample = ot.FrankCopula().getSample(100)
>>> graph = ot.VisualTest.DrawUpperExtremalDependenceFunction(sample)