Working with custom copulas

The copul package allows users to define custom copulas by specifying their cumulative distribution function. This can be useful when working with copulas that are not covered by the built-in families or when customizing existing copulas.

Consider the following copula as an example:

\[C(u, v) = u v \exp(-\theta \ln(u) \ln(v))\]

We can define this copula in the following way:

copula_family = Copula.from_cdf(cdf)
copula = copula_family(0.1)