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

install.packages("HAC")

1.1-2 by Ankit Anil Chaudhari, 10 months ago

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

Authors: Ostap Okhrin [aut] , Alexander Ristig [aut] , Ankit Anil Chaudhari [cre]

Documentation: PDF Manual

GPL (>= 3) license

Imports graphics, stats

Depends on copula

Imported by VecDep.

Suggested by copula.