Build a copula class object from the given family and the corresponding dependence parameter from the given correlation
CopulaSelection(copula, rho, rho_type = "Spearman")
Copula given from the following list: "Frank" (default), "Gumbel" , "Clayton", "Normal" , "T", , "Galambos", "HuslerReiss", "Tawn", "Tev", "FGM" or "Plackett"
Spearman's coefficient between the 2 marginal distributions
Type of correlation: "Spearman" (default) or "Kendall"