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).


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Reference manual

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install.packages("HAC")

1.0-8 by Alexander Ristig, a year ago


https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in


Browse source code at https://github.com/cran/HAC


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