Copula-Marginal Algorithm (CMA)

Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management

Version 1.1.0 (4.68 KB)
4K Downloads
(1)
9 Sep 2011
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Cite As

Attilio Meucci (2026). Copula-Marginal Algorithm (CMA) (https://au.mathworks.com/matlabcentral/fileexchange/32701-copula-marginal-algorithm-cma), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Probability Distributions and Hypothesis Tests in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

modified title and short description
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  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0

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    Requires R2026b and later. Learn more