Source code for copul.family.frechet.upper_frechet
import sympy
from copul.family.frechet.frechet import Frechet
[docs]
class UpperFrechet(Frechet):
_alpha = 1
_beta = 0
t = sympy.symbols("t", positive=True)
@property
def alpha(self):
return 1
@property
def beta(self):
return 0
@property
def pickands(self):
return sympy.Max(self.t, 1 - self.t)