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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 3 years 7 weeks ago
HAC 0.2-6 3 years 26 weeks ago
HAC 0.2-5 3 years 36 weeks ago
HAC 0.2-4 3 years 46 weeks ago
HAC 0.2-3 4 years 5 days ago
HAC 0.2-2 4 years 5 weeks ago
HAC 0.2-1 4 years 7 weeks ago
HAC 0.2-0 4 years 9 weeks ago
HAC 0.1-9 4 years 26 weeks ago
HAC 0.1-8 4 years 29 weeks ago
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