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HAC (version 1.1-2)
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
1.1-2
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
3,379
Version
1.1-2
License
GPL (>= 3)
Maintainer
Ankit Anil Chaudhari
Last Published
December 1st, 2025
Functions in HAC (1.1-2)
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to.logLik
log-likelihood
finData
Financial data
par.pairs
Parameter of the HAC
estimate.copula
Estimation of Hierarchical Archimedean Copulae
dHAC, pHAC, rHAC
pdf, cdf and random sampling
hac
Construction of
hac
objects
aggregate.hac
Aggregation of variables
emp.copula
Empirical copula
copMult
\(d\)-dim copula
get.params
Dependency parameters of a HAC
plot.hac
Plot of a HAC
phi, phi.inv
Generator function
tree2str
String structure of HAC
theta2tau, tau2theta
Kendall's rank correlation coefficient