6.3.2.2.15. statsmodels.sandbox.distributions.copula.transform_tawn2

statsmodels.sandbox.distributions.copula.transform_tawn2(t, theta, k)[source]

asymmetric mixed model of Tawn 1988

special case: k=0, theta in [0,1]
: symmetric mixed model of
Tiago de Oliveira 1980
restrictions:
  • theta > 0
  • theta + 3*k > 0
  • theta + k <= 1
  • theta + 2*k <= 1