Estimation, simulation and visualization of Hierarchical Archimedean Copulae (HAC)


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Documentation for package ‘HAC’ version 0.2-0

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AC_CLAYTON Definitions
AC_GUMBEL Definitions
aggregate.hac Aggregation of variables
copMult d-dim copula
dHAC pdf, cdf and random sampling
emp.copula Empirical copula
emp.copula.self Empirical copula
estimate.copula Estimation of the structure of HAC
GAUSS Definitions
get.params Dependency parameters of a HAC
hac Construction of 'hac' objects
hac.full Construction of 'hac' objects
HAC_CLAYTON Definitions
HAC_GUMBEL Definitions
HAC_ROTATED_GUMBEL Definitions
ML Definitions
pHAC pdf, cdf and random sampling
phi Generator function
phi.inv Generator function
plot.hac Plot of a HAC
print.hac Construction of 'hac' objects
rAC Simulation of Archimedean Copulae
rHAC pdf, cdf and random sampling
TAU Definitions
tau2theta Kendall's rank correlation coefficient
theta.eps Definitions
theta2tau Kendall's rank correlation coefficient
tree2str String structure of HAC