mfblock (1.0)

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Fitting and Simulation of a block multifactor model.

http://cran.r-project.org/web/packages/mfblock

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.


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