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


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Documentation for package ‘HAC’ version 0.1-7

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AC_CLAYTON Definitions
AC_GUMBEL Definitions
aggregate.hac Aggregation of variables
as.hac Construction of 'hac' objects
columns.hac Construction of 'hac' objects
copMult d dim copula
dAC Probability density function
dHAC Probability density function
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
pAC Cumulative distribution function
pHAC Cumulative distribution function
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 Simulation of a defined HAC
TAU Definitions
tau2theta Kendall's rank correlation coefficient
theta.eps Definitions
theta2tau Kendall's rank correlation coefficient
tree2str String structure of HAC