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_pkgdown.yml
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template:
params:
bootswatch: yeti
navbar:
right:
- icon: fab fa-github
href: https://github.com/Reckziegel/CMA
reference:
- title: Package Information
contents:
- CMA
- title: CMA Algorithm
desc: A two-step recipe to manipulate multivariate distributions
contents:
- cma_separation
- cma_combination
- title: Marginal Distributions
desc: Tools to manipulate the _unique_ characteristics of a distribution
contents:
- fit_ghd
- fit_hyp
- fit_nig
- fit_normal
- fit_t
- fit_vg
- title: Copulas
desc: Tools to manipulate the _joint_ characteristics of a distribution
contents:
- copula_transformation
- fit_copula_normal
- fit_copula_t
- fit_copula_gumbel
- fit_copula_clayton
- fit_copula_frank
- fit_copula_joe
- title: Generate
desc: Build scenarios from fitted objects
contents:
- generate_margins
- generate_copulas
- title: Moment-Matching
desc: An algorithm to match exactly the location and dispersion parameters of a distribution
contents:
- match_normal
- match_t
- title: Panic
desc: Generate _ex-ante_ worst case scenarios via entropy-pooling
contents:
- panic_copula
- plot_panic_distribution
- empirical_stats
- title: Utilities
desc: Additional functions
contents:
- entropy_pooling
- ffp_moments
- title: internal
desc: internal functions
- check_p
- check_input