Introduction | Hierarchical Archimedean copulae | Applications of HAC | Simulation study | Conclusion
Package: HAC 1.1-2
HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).
Authors:
HAC_1.1-2.tar.gz
HAC_1.1-2.zip(r-4.7-any)HAC_1.1-2.zip(r-4.6-any)HAC_1.1-2.zip(r-4.5-any)
HAC_1.1-2.tgz(r-4.6-any)HAC_1.1-2.tgz(r-4.5-any)
HAC_1.1-2.tar.gz(r-4.7-any)HAC_1.1-2.tar.gz(r-4.6-any)
HAC_1.1-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
HAC/json (API)
| # Install 'HAC' in R: |
| install.packages('HAC', repos = c('https://ankitiitm.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- finData - Financial data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:b0b9c7ad93. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 139 | ||
| source / vignettes | OK | 223 | ||
| linux-release-x86_64 | OK | 137 | ||
| macos-release-arm64 | OK | 127 | ||
| macos-oldrel-arm64 | OK | 106 | ||
| windows-devel | OK | 86 | ||
| windows-release | OK | 92 | ||
| windows-oldrel | OK | 108 | ||
| wasm-release | OK | 101 |
Exports:aggregate.haccopMultdHACemp.copulaemp.copula.selfestimate.copulaget.paramshachac.fullhac2nacopulanacopula2hacpar.pairspHACphiphi.invplot.hacprint.hacrHACtau2thetatheta2tauto.logLiktree2str
Dependencies:ADGofTestclustercolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Aggregation of variables | aggregate.hac |
| d-dim copula | copMult |
| pdf, cdf and random sampling | dHAC pHAC rHAC |
| Empirical copula | emp.copula emp.copula.self |
| Estimation of Hierarchical Archimedean Copulae | estimate.copula |
| Financial data | finData |
| Dependency parameters of a HAC | get.params |
| Construction of 'hac' objects | hac hac.full hac2nacopula nacopula2hac print.hac |
| Parameter of the HAC | par.pairs |
| Generator function | phi phi.inv |
| Plot of a HAC | plot.hac |
| Kendall's rank correlation coefficient | tau2theta theta2tau |
| log-likelihood | to.logLik |
| String structure of HAC | tree2str |
