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HAC

0.1-8
Package: 
HAC
Estimation, simulation and visualization of Hierarchical Archimedean Copulae (HAC)
Package provides the estimation of the structure and the parameters, simulation methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).
Author: 
Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@cms.hu-berlin.de>
License: 
GPL (>= 3)
http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2