Package provides the estimation of the structure and the parameters, simulation methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).
| Version: | 0.2-2 |
| Depends: | R (≥ 2.15.0), copula |
| Imports: | graphics, stabledist |
| Published: | 2012-05-17 |
| Author: | Ostap Okhrin and Alexander Ristig |
| Maintainer: | Alexander Ristig <ristigal at hu-berlin.de> |
| License: | GPL (≥ 3) |
| URL: | http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2 |
| CRAN checks: | HAC results |
| Package source: | HAC_0.2-2.tar.gz |
| MacOS X binary: | HAC_0.2-2.tgz |
| Windows binary: | HAC_0.2-2.zip |
| Reference manual: | HAC.pdf |
| Old sources: | HAC archive |