H2ExtMOParam-class: H2-Extendible Marshall-Olkin calibration parameter
In hsloot/cvalr: Credit Derivative Valuation in R
H2ExtMOParam-class R Documentation
H2-Extendible Marshall–Olkin calibration parameter
Description
CalibrationParam for the H2-extendible Marshall-Olkin (average) default counting
process model. Extends H2ExMOParam and related to ExMOParam.
hsloot/cvalr documentation built on Sept. 24, 2022, 9:25 a.m.
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| H2ExtMOParam-class | R Documentation |
H2-Extendible Marshall–Olkin calibration parameter
Description
CalibrationParam for the H2-extendible Marshall-Olkin (average) default counting process model. Extends H2ExMOParam and related to ExMOParam.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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