R/CMA.R

In Reckziegel/CMA: Copula Marginal Algorithm (CMA)

#' CMA: Copula-Marginal Algorithm
#'
#' The Copula-Marginal Algorithm (CMA) provides tools to estimate
#' fully flexible copulas. CMA is a simple two-step algorithm that decomposes
#' a multivariate distribution between copulas and marginals (of any kind).
#' This flexibility follows from the fact that, unlike traditional approaches to
#' copulas, CMA does not require the explicit computation of marginal CDF and their
#' inverses. As a result, CMA can generate scenarios for many more copulas than the
#' few parametric families used in the traditional approach.
#'
#' @docType package
#' @name CMA
NULL