Copula API

Browse the formal definitions and theorems by topic, or search for a declaration using the search box above. The module browser includes all Copula modules and their documented dependencies.

• Copulas as probability measures
• Distribution functions
• Sklar's theorem
• Families: start with FGM
• Rank coefficients
• Positive dependence
• Dependence orders
• Ordinal sums and decomposition
• C-, D-, and regular-vine copulas

For mathematical notation and explanations, return to the handbook.