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).
- Version1.1-1
- R version≥ 3.1.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- HAC citation info
- Last release09/16/2024
Documentation
Team
Gong Chen
Ostap Okhrin
Show author detailsRolesAuthorAlexander Ristig
Show author detailsRolesAuthor
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