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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 1 year 39 weeks ago
HAC 0.2-6 2 years 5 weeks ago
HAC 0.2-5 2 years 16 weeks ago
HAC 0.2-4 2 years 25 weeks ago
HAC 0.2-3 2 years 32 weeks ago
HAC 0.2-2 2 years 37 weeks ago
HAC 0.2-1 2 years 39 weeks ago
HAC 0.2-0 2 years 40 weeks ago
HAC 0.1-9 3 years 5 weeks ago
HAC 0.1-8 3 years 8 weeks ago
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