Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).


Reference manual

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1.0-8 by Alexander Ristig, a year ago

Browse source code at

Authors: Ostap Okhrin <[email protected]> and Alexander Ristig <[email protected]>

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 3) license

Imports graphics, numDeriv, stats

Depends on copula

See at CRAN