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probability or statistics - How to define a new copula distribution family


The function 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:



CopulaDistribution can be used with such functions as Mean, PDF, and RandomVariate, etc.



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.




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