Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Aggregation of variables
-dim copula
pdf, cdf and random sampling
Empirical copula
Estimation of Hierarchical Archimedean Copulae
Dependency parameters of a HAC
Construction of hac objects
log-likelihood
Parameter of the HAC
Generator function
Plot of a HAC
Kendall's rank correlation coefficient
String structure of HAC
Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).