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: 0.3-1
Depends: R (≥ 2.15.2)
Imports: copula, graphics
Published: 2014-02-18
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_0.3-1.tar.gz
OS X binary: HAC_0.3-1.tgz
Windows binary: HAC_0.3-1.zip
Old sources: HAC archive