coincident_frequency_analysis

coincident_frequency_analysis(
    marginal_x_family,
    marginal_x_data,
    marginal_x_parameters,
    marginal_y_family,
    marginal_y_data,
    marginal_y_parameters,
    x_values,
    y_values,
    response,
    number_of_bins=50,
    copula='Normal',
    estimation_method='InferenceFromMargins',
    sampler='DEMCz',
    iterations=3000,
    output_length=10000,
    credible_level=0.9,
    seed=12345,
    number_of_chains=4,
    thinning_interval=-1,
)

Coincident-frequency analysis: a fitted bivariate copula + an M x N response surface.

Derives the annual-exceedance-probability curve of Z = f(X, Y) from the response grid. Wraps the shared C++ CoincidentFrequencyAnalysis (which internally fits the bivariate analysis).

Parameters

Name	Type	Description	Default
marginal_x_family	str	Distribution family name of the X marginal.	required
marginal_x_data	array_like	Observations for the X marginal.	required
marginal_x_parameters	array_like of float	Fixed parameter values of the X marginal.	required
marginal_y_family	str	Distribution family name of the Y marginal.	required
marginal_y_data	array_like	Observations for the Y marginal.	required
marginal_y_parameters	array_like of float	Fixed parameter values of the Y marginal.	required
x_values	array_like of float	Grid values x_i of the response surface.	required
y_values	array_like of float	Grid values y_j of the response surface.	required
response	array_like	M x N matrix Z[i, j] = f(x_i, y_j).	required
number_of_bins	int	Number of Z output bins.	50
copula	str	Bivariate copula name.	"Normal"
estimation_method	str	Copula estimation method.	"InferenceFromMargins"
sampler	('DEMCz', 'DEMCzs', 'ARWMH', 'NUTS')	MCMC sampler.	"DEMCz"
iterations	int	Number of post-warmup MCMC iterations.	3000
output_length	int	Number of posterior samples used to build the credible band.	10000
credible_level	float	Credible-interval width.	0.90
seed	int	PRNG seed for the sampler.	12345
number_of_chains	int	Number of MCMC chains.	4
thinning_interval	int	MCMC thinning interval; -1 keeps the sampler’s own default.	-1

Returns

Name	Type	Description
	dict	The derived annual-exceedance-probability curve of Z = f(X, Y).

See Also

bivariate_analysis