In order that the package works appropriately some definitions are needed, which are loaded with the package.
Arguments
HAC_GUMBEL = 0
if the user is asked for entering a copula type (or model), it is possible to choose between HAC_GUMBEL ... GAUSS or the corresponding numbers.
AC_GUMBEL = 1
see HAC_GUMBEL.
HAC_ROTATED_GUMBEL = 2
see HAC_GUMBEL . Furthermore a Rotated Gumbel copula is defined as Gumbel copula rotated by $180^\circ$.
HAC_CLAYTON = 3
see HAC_GUMBEL.
AC_CLAYTON = 4
see HAC_GUMBEL.
GAUSS = 5
see HAC_GUMBEL.
TAU = 0, ML = 1
there are two procedures regarding the estimation of HAC. It is up to the user to choose between Kendalls's $\tau$ and Quasi Maximum Likelihood.
theta.eps = 0.001
a scalar, which is called during the estimation procedure. The parameter space of the QML-procedure is constraint by the inverse of Kendall's rank correlation coefficient of the interval $(\theta_{eps}, 1 - \theta_{eps})$. If necessary the parameter space