INNER CODE UNIT · Python

_compute_tail

sdv-dev/Copulas · copulas/bivariate/__init__.py:60

def _compute_tail(c, z):
    r"""Compute upper concentration function for tail.

    The upper tail concentration function is defined by:

    .. math:: R(z) = \frac{[1 − 2z + C(z, z)]}{(1 − z)^{2}}

    Args:
        c(Iterable): Values of :math:`C(z,z)`.
        z(Iterable): Values for the empirical copula.

    Returns:
        numpy.ndarray

    """
    return (1.0 - 2 * np.asarray(z) + c) / (np.power(1.0 - np.asarray(z), 2))

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