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joint_from_marginals_copula.rst

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Joint from marginals and copula

Define a joint distribution from a list of marginals and a copula to introduce dependency. :class:`.JointCopula` is a child class of :class:`.DistributionND`.

A :class:`.JointCopula` distribution may possess a :py:meth:`cdf`, :py:meth:`pdf` and :py:meth:`log_pdf` methods if the copula allows for it (i.e., if the copula possesses the necessary :meth:`evaluate_cdf` and :meth:`evaluate_pdf` methods - See :class:`.Copula`).

The parameters of the distribution are only stored as attributes of the marginals/copula objects. However, the :meth:`get_parameters` and :meth:`update_parameters` methods can still be used for the joint. Note that each parameter of the joint is assigned a unique string identifier as key_index - where key is the parameter name and index the index of the marginal (e.g., location parameter of the 2nd marginal is identified as loc_1); and key_c for copula parameters.

The :class:`.JointCopula` class is imported using the following command:

>>> from UQpy.distributions.collection.JointCopula import JointCopula
.. autoclass:: UQpy.distributions.collection.JointCopula
    :members: