6.3.2.2.13. statsmodels.sandbox.distributions.copula.transform_joe

statsmodels.sandbox.distributions.copula.transform_joe(t, a1, a2, theta)[source]

asymmetric negative logistic model of Joe 1990

special case: a1=a2=1 : symmetric negative logistic of Galambos 1978

restrictions:
  • theta in (0,inf)
  • a1, a2 in (0,1]