Gumbel copula probability density incorrect for theta = 1 #275
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bug
There is an error in the code that needs to be fixed
under discussion
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Environment Details
Error Description
When theta is 1, Gumbel copula should be reduced to the independence copula with a culumative distribution equal to uv and a probability density equal constant 1. In Copulas/copulas/bivariate/gumbel.py line 46 this is implemented as the product of u and v:
Also in the comment the class is mistakenly described as the Clayton copula:
Steps to reproduce
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