AC_AMH | Definitions |
AC_CLAYTON | Definitions |
AC_FRANK | Definitions |
AC_GUMBEL | Definitions |
AC_JOE | 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 |
finData | Financial data |
FML | Definitions |
get.params | Dependency parameters of a HAC |
hac | Construction of 'hac' objects |
hac.full | Construction of 'hac' objects |
hac2nacopula | Construction of 'hac' objects |
HAC_AMH | Definitions |
HAC_CLAYTON | Definitions |
HAC_FRANK | Definitions |
HAC_GUMBEL | Definitions |
HAC_JOE | Definitions |
ML | Definitions |
par.pairs | Parameter of the HAC |
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 |
rHAC | pdf, cdf and random sampling |
RML | Definitions |
tau2theta | Kendall's rank correlation coefficient |
theta.eps | Definitions |
theta2tau | Kendall's rank correlation coefficient |
to.logLik | log-likelihood |
tree2str | String structure of HAC |