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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
Browse package contents
Package details |
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| Author | Ostap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig |
| Maintainer | Martin Waltz <martin.waltz@tu-dresden.de> |
| License | GPL (>= 3) |
| Version | 1.1-0 |
| URL | https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in |
| Package repository | View on CRAN |
| Installation |
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