[feat] Use `rcamo_esm` for Cuadras-Augé family - Githubissues

hsloot / cvalr

Credit derivative valuation in R

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[feat] Use `rcamo_esm` for Cuadras-Augé family #37

Closed hsloot closed 3 years ago

hsloot commented 3 years ago

Related issues

Closes #35

Checklist

[x] R CMD CHECK successful
[x] tests included
[x] documentation included or updated
[x] commit messages follow commit guidelines

Only for new or refactored algorithms:

[x] benchmarks (and comparison with the previous version) included

Optional, but recommended:

[x] code passes lintr::lint_package() without errors

Description

Use rcamo_esm method for sampling from Cuadras-Augé family