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: 1.0-3
Depends: R (≥ 2.15.2), copula
Imports: graphics, numDeriv
Published: 2015-05-12
Author: Ostap Okhrin and Alexander Ristig
Maintainer: Alexander Ristig <ristigal at hu-berlin.de>
License: GPL (≥ 3)
URL: http://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/iwv/osv/mitarbeiter/ostap.okhrin/index_html
NeedsCompilation: no
Citation: HAC citation info
Materials: ChangeLog
CRAN checks: HAC results

Downloads:

Reference manual: HAC.pdf
Vignettes: HAC
Package source: HAC_1.0-3.tar.gz
Windows binaries: r-devel: HAC_1.0-3.zip, r-release: HAC_1.0-3.zip, r-oldrel: HAC_1.0-3.zip
OS X Snow Leopard binaries: r-release: HAC_1.0-3.tgz, r-oldrel: HAC_1.0-3.tgz
OS X Mavericks binaries: r-release: HAC_1.0-3.tgz
Old sources: HAC archive