HAC (0.3-1)

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@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@hu-berlin.de>

License: GPL (>= 3)

Uses: copula
Reverse suggests: erhcv

Released almost 5 years ago.