HAC: 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).

Install the latest version of this package by entering the following in R:
AuthorOstap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig <alexander.ristig@univie.ac.at>
Date of publication2016-11-21 21:22:32
MaintainerAlexander Ristig <alexander.ristig@univie.ac.at>
LicenseGPL (>= 3)

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