Skip to Content

HAC

Estimation, simulation and visualization of Hierarchical Archimedean Copulae (HAC)
Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@hu-berlin.de>
GPL (>= 3)
Package provides the estimation of the structure and the parameters, sampling methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).
Versions
Package Version Released
HAC 0.2-7 3 years 3 weeks ago
HAC 0.2-6 3 years 22 weeks ago
HAC 0.2-5 3 years 32 weeks ago
HAC 0.2-4 3 years 42 weeks ago
HAC 0.2-3 3 years 48 weeks ago
HAC 0.2-2 4 years 1 week ago
HAC 0.2-1 4 years 3 weeks ago
HAC 0.2-0 4 years 5 weeks ago
HAC 0.1-9 4 years 22 weeks ago
HAC 0.1-8 4 years 24 weeks ago
0
Your rating: None
0
Your rating: None