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 cdf(self, u, args=()):
      u = self._handle_u(u)
      (th,) = self._handle_args(args)
      h = np.sum((-np.log(u)) ** th, axis=-1)
      cdf = np.exp(-(h ** (1.0 / th)))
      return cdf
  
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 4 for calling the GumbelCopula obj's underlying member method code with example usage: obj.cdf(u, args) and returns: cdf