Extending the Pipeline: Adding a Copula

This section shows you how to integrate a new copula into the CopulaFurtif pipeline following the hexagonal architecture.

🧱 Steps to Add a Copula

  1. Create the copula class

    • Inherit from CopulaModel (and ModelSelectionMixin, SupportsTailDependence if applicable)

    • Implement the methods: get_cdf, get_pdf, sample, kendall_tau, etc.

from CopulaFurtif.core.copulas.domain.models.interfaces import CopulaModel

class MyCopula(CopulaModel):
    def __init__(self):
        super().__init__()
        self.name = "My Copula"
        self.type = "mycopula"
        self.bounds_param = [(0.1, 5.0)]
        self._parameters = [1.0]

    def get_cdf(self, u, v, param=None):
        ...

    def get_pdf(self, u, v, param=None):
        ...

    def sample(self, n, param=None):
        ...

    def kendall_tau(self, param=None):
        ...

  1. Add to the factory

from CopulaFurtif.core.copulas.domain.factories.copula_factory import CopulaFactory
from CopulaFurtif.core.copulas.domain.models.archimedean.mycopula import MyCopula

CopulaFactory.register("mycopula", MyCopula)

  1. Write a unit test

    • Test all behaviors: parameters, PDF, CDF, derivatives, etc.

    • Place the file in tests/units/test_my_model.py

  2. (Optional) Add a visualization

    If needed, add a function in copula_viz_adapter.py

🧪 Full Example

A complete integration example (Joe or Gumbel copula) is available in tests/ and domain/models/.

📌 Best Practices

  • Use np.clip for bounds (to avoid log(0), division by 0)

  • Add @property parameters with a setter validating bounds_param

  • Implement __str__ if useful for debugging or logs

📚 See also: copula_factory.py, test_factory_and_archimedean.py, diagnostics_service.py