CopulaDistribution can be used with the most well known kernels. I was wondering how I can add a new family of kernels in a way that it works in the same way as the current function. For example as the documentation explains:
CopulaDistributioncan be used with such functions as
Do I need to define all these functions myself or is there a smart way of using the functions which are already defined in Mathematica?
I wonder if anyone has done something similar and would like to share his/her experience on this.