Man pages for Reckziegel/CMA
Copula Marginal Algorithm (CMA)
| check_input | Internal Functions to check the consistency of input... |
| check_p | Internal functions to check the consistency of probabilities. |
| CMA | CMA: Copula-Marginal Algorithm |
| cma_combination | CMA combination Step |
| cma-copula | Internal vctrs methods |
| cma-marginal | Internal vctrs methods |
| cma-panic | Internal vctrs methods |
| cma_separation | CMA Separation Step |
| copula_transformation | Copula Normalization |
| empirical_stats | Summary Statistics for Empirical Distributions |
| fit_copula | Archimedean Copulas for Scenario Analysis |
| fit_ghd | Estimation of the Generalized Hyperbolic Distribution |
| fit_hyp | Estimation of the Hyperbolic Distribution |
| fit_nig | Estimation of the Normal-Inverse Gaussian Distribution |
| fit_normal | Estimation of the Normal Distribution |
| fit_t | Estimation of the Student-t Distribution |
| fit_vg | Estimation of the Variance-Gamma Distribution |
| generate_copulas | Generate Copulas |
| generate_margins | Generate Marginal Distributions |
| match_normal | Moment Matching for the Normal Distribution |
| match_t | Moment Matching for the t Distribution |
| new_cma_fit | Internal function to create a prayer fit class. |
| new_cma_separation | Object created to make printing prettier. |
| panic_copula | Panic-Copula for Stress-Testing |
| plot_panic_distribution | Visualize a Panic Distribution |
| reexports | Objects exported from other packages |
| tidyeval | Tidy eval helpers |
