HAC (1.0-3)

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, numDeriv
Reverse suggests: erhcv

Released over 3 years ago.