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Copulas 3D Plots

Using Plot3dCopulas.py

import numpy as np
import matplotlib.pyplot as plt

plt.style.use('seaborn-v0_8-pastel')
cmap = plt.get_cmap('coolwarm')
plt.set_cmap(cmap)

import statsmodels.distributions.copula.api as cp
import Plot3dCopulas as cop

# copula gaussina corr=0.5
gc = cp.GaussianCopula(corr=0.5)

#Plot3D CFD & PDF
cop.PDF3d(gc, title="Cópula Gaussiana")

PDF Plot

cop.CFD3d(gc, title="Cópula Gaussiana")

CFD Plot

The functions are made in such a way that you can modify parameters e.g. resolution, cmap, fontsize, etc.

Issues: CFD cannot be plotted from t-student copula.

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