def probability_density(self, X):
        """Compute probability density function for given copula family.

        Args:
            X: `numpy.ndarray` or `pandas.DataFrame`

        Returns:
            np.array: Probability density for the input values.
        """
        self.check_fit()

        # make cov positive semi-definite
        covariance = self.covariance * np.identity(self.covariance.shape[0])
        return stats.multivariate_normal.pdf(X, cov=covariance)