Based on some bivariate copulas, one may need to rotate, reflect, mix, and distort them to construct a new bivariate copula. This project is for building C++ functions to handle these model constructions. The license is GPL-3
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Rotation: Rotation can be achieved by C'(u, v) = 0.5Cbar(1-u, 1-v) + 0.5C(u,v), which is a rotation of C(u,v) around the point (0.5, 0.5). The basic functions for C'(u,v) are given for some cases that are based on commonly-used bivariate copulas, such as, student t, Clayton, Joe, Gumbel, etc.
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Non-exchangeability: The Khoudraji's transformation can be used.