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mick001 / CopulaClass.py
Created August 29, 2015 11:28
CopulaClass a Python class for using copulas: a fitting example. Full article at http://www.firsttimeprogrammer.blogspot.com/2015/02/copulaclass-python-class-for-using.html
# Copula class
import numpy as np
import matplotlib.pyplot as plt
from copulalib.copulalib import Copula
from scipy.stats import norm
plt.style.use('ggplot')
class copulaClass(object):