skfolio.distribution.CopulaRotation

class skfolio.distribution.CopulaRotation(value)

Enum representing the rotation (in degrees) to apply to a bivariate copula.

It follows the standard clockwise convention:

• CopulaRotation.R0 (0°): \((u, v) \mapsto (u, v)\)

• CopulaRotation.R90 (90°): \((u, v) \mapsto (v,\, 1 - u)\)

• CopulaRotation.R180 (180°): \((u, v) \mapsto (1 - u,\, 1 - v)\)

• CopulaRotation.R270 (270°): \((u, v) \mapsto (1 - v,\, u)\)

Attributes:

R0int

No rotation (0°).

R90int

90° rotation.

R180int

180° rotation.

R270int

270° rotation.