GenericCopula.h

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#ifndef GENERICCOPULA_H
#define GENERICCOPULA_H
 
#include <random>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_cdf.h>
#include <memory>
 
#include "ICopula.h"
 
using gsl_rng_sptr = std::unique_ptr<gsl_rng, decltype(&gsl_rng_free)>;
 
constexpr double CLIP_U {1e-15};
 
class GenericCopula: public ICopula {
public:
    explicit GenericCopula(unsigned int seed = std::random_device{}());
    
protected:
    const gsl_rng_type* rng_tp {gsl_rng_mt19937};   
    gsl_rng_sptr eng_{nullptr, &gsl_rng_free};      
};
 
#endif // GENERICCOPULA_H