Reckziegel/CMA: Copula Marginal Algorithm (CMA)
Implements the Copula Marginal Algorithm (CMA) as described in Meucci, Attilio (2011).
Getting started
Browse package contents
Package details |
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| Author | Bernardo Reckziegel |
| Maintainer | Bernardo Reckziegel <bernardo_cse@hotmail.com> |
| License | MIT + file LICENSE |
| Version | 0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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