R package, the function
Mvdc allows the margins to be user-defined.
mvdc(copula, margins, paramMargins, marginsIdentical = FALSE, check = TRUE, fixupNames = TRUE)
A user-defined distribution, for example, fancy, can be used as margin provided that dfancy, pfancy, and qfancy are available according to the R documentation https://rdrr.io/rforge/copula/man/Mvdc.html
How do I specify the user-defined distribution using
R syntax? I understand the
fitdist might be able to help, but I am unsure of how to write the code required.