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).

Getting started

Package details

AuthorOstap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig
MaintainerMartin Waltz <martin.waltz@tu-dresden.de>
LicenseGPL (>= 3)
URL https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in
Package repositoryView on CRAN
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HAC documentation built on March 18, 2022, 6:38 p.m.