**Copula families, properties and methods** -------------------------------------------- **Families** The `copul` package covers implementations of the following copula families: - **Archimedean copula families** including Clayton, Gumbel, Frank, Joe, Ali-Mikhail-Haq, and more - **Extreme-value copulas families** like Hüsler-Reiss, Galambos, Marshall-Olkin, etc. - **Elliptical copula families**: Gaussian, Student's t, and Laplace. - Unclassified copula families like the Plackett or Raftery copula families. Furthermore, the package provides the following copulas: - Independence copula - Lower and upper Fréchet bounds - **Checkerboard** copulas A list of all implemented copulas can be found in :py:mod:`copul.Families`. .. The following examples are also available as a Jupyter notebook in the `notes/examples` folder. **Properties** The following properties are available for the above copula families and copulas if they exist and are known: - ``cdf``: Cumulative distribution function - ``pdf``: Probability density function - ``cond_distr_1``, ``cond_distr_2``: Conditional distribution functions - ``lambda_L``, ``lambda_U``: Lower and upper tail dependence coefficients - ``rho``, ``tau``, ``xi``: Spearman's rho, Kendall's tau, and Chatterjee's xi - ``generator``, ``inv_generator``: Generator and inverse generator for Archimedean copula families - ``pickands``: Pickands dependence functions for extreme-value copula families **Methods** The following methods are available for the above copula families and copulas: - ``rvs``: Generate random samples from the copula - ``scatter_plot``: Generate a scatter plot of the copula - ``plot_cdf``: Visualize the cumulative distribution function - ``plot_pdf``: Visualize the probability density function - ``plot_rank_correlations``: Visualize Spearman's rho, Kendall's tau, and Chatterjee's xi - ``plot_generator``: Visualize the generator function - ``plot_pickands``: Visualize the Pickands dependence function