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 <alexander.ristig@univie.ac.at>
MaintainerAlexander Ristig <alexander.ristig@univie.ac.at>
LicenseGPL (>= 3)
Version1.0-6
URL https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HAC")

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HAC documentation built on Dec. 16, 2019, 1:39 a.m.