mfblock: 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

Version: 1.0
Depends: skewt
Imports: boot, nloptr
Published: 2014-10-11
Author: Marc Fortier
Maintainer: Marc Fortier <reitrof.cram at gmail.com>
License: GPL-3
NeedsCompilation: TRUE
CRAN checks: mfblock results

Downloads:

Reference manual: mfblock.pdf
Package source: mfblock_1.0.tar.gz
Windows binaries: r-devel: mfblock_1.0.zip, r-release: mfblock_1.0.zip, r-oldrel: mfblock_1.0.zip
OS X Snow Leopard binaries: r-release: mfblock_1.0.tgz, r-oldrel: mfblock_1.0.tgz
OS X Mavericks binaries: r-release: mfblock_1.0.tgz