DESCRIPTION

Type: Package
Package: cma
Title: Copula Marginal Algorithm (CMA)
Version: 0.0.9000
Author: Bernardo Reckziegel
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Description: Implements the Copula Marginal Algorithm (CMA) as described
    in Meucci, Attilio (2011).
License: MIT + file LICENSE
Depends:
    R (>= 4.1.0),
    ffp (>= 0.2.1)
Imports: 
    assertthat (>= 0.2.1),
    copula (>= 1.0-1),
    crayon (>= 1.4.1),
    dplyr (>= 1.0.7),
    ggplot2 (>= 3.3.5),
    ghyp (>= 1.6.1),
    lubridate (>= 1.8.0),
    methods,
    NlcOptim (>= 0.6),
    pillar (>= 1.7.0),
    pracma (>= 2.3.3),
    purrr (>= 0.3.4),
    rlang (>= 1.0.2),
    scales (>= 1.1.1),
    tidyr (>= 1.2.0),
    tibble (>= 3.1.6),
    timetk (>= 2.8.0),
    vctrs (>= 0.4.0),
    xts (>= 0.12.1),
    QZ (>= 0.2-2)
Suggests: 
    knitr,
    covr,
    testthat (>= 3.0.0),
    rmarkdown,
    roxygen2
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.2.0
VignetteBuilder: knitr