statsmodels.distributions.copula.api.IndependenceCopula.cdf#

IndependenceCopula.cdf(u, args=())[source]#

Cumulative distribution function of the independence copula.

Parameters:
uarray_like, 2-D

Points of random variables in unit hypercube at which method is evaluated. The second (or last) dimension should be the same as the dimension of the random variable, e.g., 2 for bivariate copula.

argstuple, optional

Not used by IndependenceCopula.

Returns:
ndarray

Copula cdf evaluated at points u, i.e., the product of the components of u.