mfblock (1.0)

0 users

Fitting and Simulation of a block multifactor model.

Implementation of the simulated method of moments (smm) of Oh and Patton for copula-based multivariate models

Maintainer: Marc Fortier
Author(s): Marc Fortier

License: GPL-3

Uses: boot, nloptr, skewt

Released about 5 years ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of mfblock yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for mfblock on google, google scholar, r-help, r-devel.

Visit mfblock on R Graphical Manual.