HAC: 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).

Version: 1.0-0
Depends: R (≥ 2.15.2)
Imports: copula, graphics
Published: 2014-06-10
Author: Ostap Okhrin and Alexander Ristig
Maintainer: Alexander Ristig <ristigal at hu-berlin.de>
License: GPL (≥ 3)
URL: http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
NeedsCompilation: no
Citation: HAC citation info
Materials: ChangeLog
CRAN checks: HAC results

Downloads:

Reference manual: HAC.pdf
Vignettes: HAC
Package source: HAC_1.0-0.tar.gz
Windows binaries: r-devel: HAC_1.0-0.zip, r-release: HAC_1.0-0.zip, r-oldrel: HAC_1.0-0.zip
OS X Snow Leopard binaries: r-release: HAC_1.0-0.tgz, r-oldrel: HAC_1.0-0.tgz
OS X Mavericks binaries: r-release: not available
Old sources: HAC archive