6.3.2.2.11. statsmodels.sandbox.distributions.copula.transform_bilogistic

statsmodels.sandbox.distributions.copula.transform_bilogistic(t, beta, delta)[source]

bilogistic model of Coles and Tawn 1994, Joe, Smith and Weissman 1992

restrictions:
  • (beta, delta) in (0,1)^2 or
  • (beta, delta) in (-inf,0)^2

not vectorized because of numerical integration