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HAC (version 1.1-1)
Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Description
Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).
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Version
Version
1.1-1
1.1-0
1.0-8
1.0-7
1.0-6
1.0-5
1.0-4
0.1-7
0.1-5
0.1-4
0.1-3
0.1-2
0.1-1
0.1-0
Install
install.packages('HAC')
Monthly Downloads
1,010
Version
1.1-1
License
GPL (>= 3)
Maintainer
Gong Chen
Last Published
September 16th, 2024
Functions in HAC (1.1-1)
Search all functions
aggregate.hac
Aggregation of variables
copMult
\(d\)-dim copula
hac
Construction of
hac
objects
dHAC, pHAC, rHAC
pdf, cdf and random sampling
get.params
Dependency parameters of a HAC
to.logLik
log-likelihood
par.pairs
Parameter of the HAC
emp.copula
Empirical copula
theta2tau, tau2theta
Kendall's rank correlation coefficient
tree2str
String structure of HAC
phi, phi.inv
Generator function
estimate.copula
Estimation of Hierarchical Archimedean Copulae
plot.hac
Plot of a HAC
finData
Financial data