class_docstr: Gumbel copula.
  
  Dependence is greater in the positive tail than in the negative.
  
  .. math::
  
      C_\theta(u,v) = \exp\!\left[ -\left( (-\log(u))^\theta +
      (-\log(v))^\theta \right)^{1/\theta} \right]
  
  with :math:`\theta\in[1,\infty)`.
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code: def rvs(self, nobs=1, args=(), random_state=None):
      rng = check_random_state(random_state)
      (th,) = self._handle_args(args)
      x = rng.random((nobs, self.k_dim))
      v = stats.levy_stable.rvs(
          1.0 / th,
          1.0,
          0,
          np.cos(np.pi / (2 * th)) ** th,
          size=(nobs, 1),
          random_state=rng,
      )
  
      if self.k_dim != 2:
          rv = np.exp(-((-np.log(x) / v) ** (1.0 / th)))
      else:
          rv = self.transform.inverse(-np.log(x) / v, th)
      return rv
  
imports: import sys
  import numpy
  from scipy import stats, integrate, optimize
  from .None import transforms
  from .copulas import Copula
  from statsmodels.tools.rng_qrng import check_random_state
label_desc: Use image node_id 2 for calling the GumbelCopula obj's underlying member method code with example usage: obj.rvs(nobs, args, random_state) and returns: rv