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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
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

Documentation:

Reference manual: HAC.pdf
Vignettes: HAC

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HAC to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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