HAC (0.2-5)

Estimation, simulation and visualization of Hierarchical Archimedean Copulae (HAC).


Package provides the estimation of the structure and the parameters, simulation methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).

Maintainer: Alexander Ristig
Author(s): Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@hu-berlin.de>

License: GPL (>= 3)

Uses: copula, stabledist
Reverse suggests: erhcv

Released over 6 years ago.