Estimation, Simulation and Visualization of Hierarchical
Archimedean Copulae (HAC)
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘HAC’ version 1.1-0
Help Pages
| 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 Hierarchical Archimedean Copulae |
| finData | Financial data |
| get.params | Dependency parameters of a HAC |
| hac | Construction of 'hac' objects |
| hac.full | Construction of 'hac' objects |
| hac2nacopula | Construction of 'hac' objects |
| nacopula2hac | Construction of 'hac' objects |
| 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 |
| tau2theta | Kendall's rank correlation coefficient |
| theta2tau | Kendall's rank correlation coefficient |
| to.logLik | log-likelihood |
| tree2str | String structure of HAC |