HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Version 1.0-5

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>
Date of publication2016-11-21 21:22:32
MaintainerAlexander Ristig <alexander.ristig@univie.ac.at>
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.