HAC (1.0-5)

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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).

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 over 1 year ago.

24 previous versions



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