INNER CODE UNIT · Python

base

sdv-dev/Copulas · copulas/bivariate/__init__.py:42

    base = np.linspace(EPSILON, 1.0 - EPSILON, COMPUTE_EMPIRICAL_STEPS)
    # See https://github.com/sdv-dev/Copulas/issues/45

    for k in range(COMPUTE_EMPIRICAL_STEPS):
        left = sum(np.logical_and(U <= base[k], V <= base[k])) / N
        right = sum(np.logical_and(U >= base[k], V >= base[k])) / N

        if left > 0:
            z_left.append(base[k])
            L.append(left / base[k] ** 2)

        if right > 0:
            z_right.append(base[k])
            R.append(right / (1 - z_right[k]) ** 2)

    return z_left, L, z_right, R

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