HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).

Version: 1.1-0
Depends: R (≥ 3.1.0), copula
Imports: graphics, stats
Published: 2022-03-14
DOI: 10.32614/CRAN.package.HAC
Author: Ostap Okhrin and Alexander Ristig
Maintainer: Martin Waltz <martin.waltz at tu-dresden.de>
License: GPL (≥ 3)
URL: https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in
NeedsCompilation: no
Citation: HAC citation info
Materials: ChangeLog
In views: Distributions
CRAN checks: HAC results


Reference manual: HAC.pdf
Vignettes: HAC


Package source: HAC_1.1-0.tar.gz
Windows binaries: r-devel: HAC_1.1-0.zip, r-release: HAC_1.1-0.zip, r-oldrel: HAC_1.1-0.zip
macOS binaries: r-release (arm64): HAC_1.1-0.tgz, r-oldrel (arm64): HAC_1.1-0.tgz, r-release (x86_64): HAC_1.1-0.tgz, r-oldrel (x86_64): HAC_1.1-0.tgz
Old sources: HAC archive


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