6.3.2.2.14. statsmodels.sandbox.distributions.copula.transform_tawn

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

asymmetric logistic model of Tawn 1988

special case: a1=a2=1 : Gumbel

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