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 2 years 17 weeks ago
HAC 0.2-6 2 years 36 weeks ago
HAC 0.2-5 2 years 46 weeks ago
HAC 0.2-4 3 years 3 weeks ago
HAC 0.2-3 3 years 10 weeks ago
HAC 0.2-2 3 years 15 weeks ago
HAC 0.2-1 3 years 17 weeks ago
HAC 0.2-0 3 years 19 weeks ago
HAC 0.1-9 3 years 35 weeks ago
HAC 0.1-8 3 years 38 weeks ago
0
Your rating: None
0
Your rating: None