copula.py 文件源码

def _ccdf(self, samples):
        vals = np.zeros(samples.shape[0])
        # Avoid subtraction of infinities
        neqz = np.bitwise_and(np.any(samples > 0.0, axis=1),
                              np.any(samples < 1.0, axis=1))
        nrvs = norm.ppf(samples[neqz, :])
        vals[neqz] = norm.cdf((nrvs[:, 0] - self.theta * nrvs[:, 1])
                              / np.sqrt(1 - self.theta**2))
        vals[np.invert(neqz)] = norm.cdf(0.0)
        return vals