CRAN

mfblock 1.0

Fitting and Simulation of a block multifactor model

Released Oct 11, 2014 by Marc Fortier

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources.

Dependencies

skewt 0.1 boot 1.3-13 nloptr 1.0.4

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

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mfblock</artifactId>
    <version>1.0-b225</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mfblock')

Test Results

This package was last tested against Renjin 0.8.2227 on Sep 29, 2016.

Source

R
C

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Release History