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 <[email protected]> and Alexander Ristig <[email protected]>
MaintainerAlexander Ristig <[email protected]>
LicenseGPL (>= 3)
URL https://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/iwv/osv/mitarbeiter/ostap.okhrin/index_html
Package repositoryView on CRAN
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HAC documentation built on May 30, 2017, 7:05 a.m.