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


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Documentation for package ‘HAC’ version 0.3-1

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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