HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

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Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).

Author
Ostap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig <alexander.ristig@univie.ac.at>
Date of publication
2016-11-21 21:22:32
Maintainer
Alexander Ristig <alexander.ristig@univie.ac.at>
License
GPL (>= 3)
Version
1.0-5
URLs

View on CRAN

Man pages

aggregate.hac
Aggregation of variables
copMult
d-dim copula
dHAC
pdf, cdf and random sampling
emp.copula
Empirical copula
estimate.copula
Estimation of Hierarchical Archimedean Copulae
finData
Financial data
get.params
Dependency parameters of a HAC
hac
Construction of 'hac' objects
logLik
log-likelihood
pairs
Parameter of the HAC
phi
Generator function
plot.hac
Plot of a HAC
theta2tau
Kendall's rank correlation coefficient
tree2str
String structure of HAC

Files in this package

HAC
HAC/inst
HAC/inst/CITATION
HAC/inst/ChangeLog
HAC/inst/doc
HAC/inst/doc/HAC.R
HAC/inst/doc/HAC.pdf
HAC/inst/doc/HAC.Rnw
HAC/NAMESPACE
HAC/data
HAC/data/finData.RData
HAC/R
HAC/R/tree2str.r
HAC/R/plot.r
HAC/R/empirical.r
HAC/R/functions.r
HAC/R/pdf.r
HAC/R/constructor.r
HAC/R/estimate.r
HAC/R/simulate.r
HAC/R/cdf.r
HAC/R/aggregate.r
HAC/vignettes
HAC/vignettes/HAC.Rnw
HAC/vignettes/ref.bib
HAC/vignettes/HAC-speed2.pdf
HAC/MD5
HAC/build
HAC/build/vignette.rds
HAC/DESCRIPTION
HAC/man
HAC/man/hac.Rd
HAC/man/emp.copula.Rd
HAC/man/aggregate.hac.Rd
HAC/man/logLik.Rd
HAC/man/get.params.Rd
HAC/man/plot.hac.Rd
HAC/man/finData.Rd
HAC/man/pairs.Rd
HAC/man/estimate.copula.Rd
HAC/man/tree2str.Rd
HAC/man/copMult.Rd
HAC/man/dHAC.Rd
HAC/man/theta2tau.Rd
HAC/man/phi.Rd