statsmodels.distributions.copula.api.GaussianCopula.rvs

GaussianCopula.rvs(nobs=1, args=(), rng=None)

Generate random variates from the copula.

Parameters:

nobsint, optional

Number of samples to generate from the copula. Default is 1.

argstuple, optional

Arguments for copula parameters. Not used by elliptical copulas, which take their parameters as attributes.

rngint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional

If rng is None, a new Generator is created using fresh entropy from the operating system. If rng is an int or array of ints, a new Generator is created, seeded with rng. If rng is already a Generator or RandomState instance, that instance is used.

random_stateint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional

Deprecated since version 0.15: random_state has been deprecated. In-line with SPEC-007, use rng for passing a random number generator or seed.

Returns:

samplendarray of shape (nobs, k_dim)

Sample from the copula.