Note

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Estimate a Vine copulaΒΆ

import openturns as ot
import otvine

Generate a copula sample

sample = ot.ClaytonCopula().getSample(1000)

Estimate a Vine copula

factory = otvine.VineCopulaFactory()
distribution = factory.build(sample)

Total running time of the script: (0 minutes 0.275 seconds)