Man pages for HAC
Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
| 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 |
