Clayton and Gumbel Copula Error

[dorcasgicuku]

Working with Gumbel and Clayton Copula with weather dataset produces the following error for some set of variables.

Clayton Error
ValueError Traceback (most recent call last)
in
14 clayton_parameters = clayton_copula_model.to_dict()
15 print("The theta value of", pairedData, "is",clayton_parameters['theta'])
---> 16 clayton_copula_function()

in clayton_copula_function()
11 clayton_data = clayton_df.to_numpy()
12 #Fit the model to paired data obtained from permutations the dataset
---> 13 clayton_copula_model.fit(clayton_data)
14 clayton_parameters = clayton_copula_model.to_dict()
15 print("The theta value of", pairedData, "is",clayton_parameters['theta'])

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in fit(self, X)
182 raise ValueError("Constant column.")
183 raise ValueError("Unable to compute tau.")
--> 184 self._compute_theta()
185
186 def to_dict(self):

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in _compute_theta(self)
163 """Compute theta, validate it and assign it to self."""
164 self.theta = self.compute_theta()
--> 165 self.check_theta()
166
167 def fit(self, X):

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in check_theta(self)
126 if (not lower <= self.theta <= upper) or (self.theta in self.invalid_thetas):
127 message = 'The computed theta value {} is out of limits for the given {} copula.'
--> 128 raise ValueError(message.format(self.theta, self.copula_type.name))
129
130 def check_fit(self):

ValueError: The computed theta value -0.6795841166551324 is out of limits for the given CLAYTON copula

Gumbel Copula

ValueError Traceback (most recent call last)
in
14 gumbel_parameters = gumbel_copula_model.to_dict()
15 print(gumbel_parameters['theta'])
---> 16 gumbel_copula_function()
17 # gumbel_copula_model.fit(arch_data)
18 # gumbel_parameters = gumbel_copula_model.to_dict()

in gumbel_copula_function()
11 gumbel_data = gumbel_df.to_numpy()
12 #Fit the model to paired data obtained from permutations the dataset
---> 13 gumbel_copula_model.fit(gumbel_data)
14 gumbel_parameters = gumbel_copula_model.to_dict()
15 print(gumbel_parameters['theta'])

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in fit(self, X)
182 raise ValueError("Constant column.")
183 raise ValueError("Unable to compute tau.")
--> 184 self._compute_theta()
185
186 def to_dict(self):

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in _compute_theta(self)
163 """Compute theta, validate it and assign it to self."""
164 self.theta = self.compute_theta()
--> 165 self.check_theta()
166
167 def fit(self, X):

~\Anaconda3\envs\copulas_env\lib\site-packages\copulas\bivariate\base.py in check_theta(self)
126 if (not lower <= self.theta <= upper) or (self.theta in self.invalid_thetas):
127 message = 'The computed theta value {} is out of limits for the given {} copula.'
--> 128 raise ValueError(message.format(self.theta, self.copula_type.name))
129
130 def check_fit(self):

ValueError: The computed theta value 0.6602079416724338 is out of limits for the given GUMBEL copula.