ó áp7]c@sÔdZddlZddlmZd„Zd„Zd„Zd„Zd„Z d „Z d „Z d e fd „ƒYZ d e fd„ƒYZde fd„ƒYZde fd„ƒYZde fd„ƒYZd0d„Zd1dd„Zd2dd„Zde fd„ƒYZd3d„Zd„Zd„Zd„Zd„Zd„Zd „Zi ed!6ed"6ed#6ed$6ed%6ed&6ed'6e d(6e d)6e d*6e d+6Zd,e fd-„ƒYZd.e fd/„ƒYZdS(4së Which Archimedean is Best? Extreme Value copulas formulas are based on Genest 2009 References ---------- Genest, C., 2009. Rank-based inference for bivariate extreme-value copulas. 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cSsP|dko-|dko-|dko-|dk}|dkoE|dk}||BS(Nii((R5tdeltaRJtcond2((sGlib/python2.7/site-packages/statsmodels/sandbox/distributions/copula.pyRDBs0s invalid argscsZdˆtj|ˆ ƒdˆ}dˆtjd|ˆ ƒˆ}tj||ƒdS(Ni(RR R(twtterm1tterm2(R5RLR(sGlib/python2.7/site-packages/statsmodels/sandbox/distributions/copula.pyt _integrantJs##iÿÿÿÿ(tquadii(RRER tscipy.integrateRR(RR5RLRDRQRRRF((R5RLRsGlib/python2.7/site-packages/statsmodels/sandbox/distributions/copula.pyttransform_bilogistic8s cCsd„}tj||ƒƒs-tdƒ‚ntjd||ƒd|}ddlm}d||j||ƒ||j||ƒ}|S(s—model of Huesler Reiss 1989 special case: a1=a2=1 : symmetric negative logistic of Galambos 1978 restrictions: - lambda in (0,inf) cSs|dk}|S(Ni((tlamdatcond((sGlib/python2.7/site-packages/statsmodels/sandbox/distributions/copula.pyRD]s s invalid argsgð?gà?iÿÿÿÿ(tnormi(RRER R t scipy.statsRWt_cdf(RRURDttermRWRF((sGlib/python2.7/site-packages/statsmodels/sandbox/distributions/copula.pyt transform_hrTs 0cCsÈd„}tj|||ƒƒs0tdƒ‚nddlm}tjd|ƒtj|d|d|ƒ|}|tjd||ƒ:}d||j||dƒ||j||dƒ}|S(s_t-EV model of 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