Analyzing risk measures using the cdf developed by GJR-GARCH and t-copula model

Hello everyone, I am working to optimize the portfolio weights using Distortion Risk Measures (Wang Transform, Proportional Hazard, Beta Transform, etc). For it what I thought to do was to simulate the market data using GJR-GARCH and t-copula. I did the required the changes for it in the given example:https://in.mathworks.com/help/econ/using-extreme-value-theory-and-copulas-to-evaluate-market-risk.html;jsessionid=e6f917d4745f10c39b6c23a06cb9

The problem I am facing is the output of the copula model is an array of doubles, but to use the distribution is the optimization problem I will need a function to integerate and perform the required mathematical operations.

How can I move forward, should I try to get the distribution using GJR-GARCH and Copula in a different format.

Please suggest what can I do.

You can find more about the distortion risk measures on page 42 of this work

https://pdfs.semanticscholar.org/b4a2/0aa42bd5876d18505043a75b761f2164f915.pdf

Thanks a lot