HAC (1.0-5)

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

https://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/iwv/osv/mitarbeiter/ostap.okhrin/index_html
http://cran.r-project.org/web/packages/HAC

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

Maintainer: Alexander Ristig
Author(s): Ostap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig <alexander.ristig@univie.ac.at>

License: GPL (>= 3)

Uses: copula, numDeriv

Released 11 months ago.


24 previous versions

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Visit HAC on R Graphical Manual.