Package: HAC 1.1-1
Gong Chen
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_1.1-1.tar.gz
HAC_1.1-1.tar.gz(r-4.5-noble)HAC_1.1-1.tar.gz(r-4.4-noble)
HAC_1.1-1.tgz(r-4.4-emscripten)HAC_1.1-1.tgz(r-4.3-emscripten)
HAC.pdf |HAC.html✨
HAC/json (API)
| # Install 'HAC' in R: |
| install.packages('HAC', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- 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 1 days agofrom:d6f6244c09. Checks:ERROR: 1 OK: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | FAIL | Sep 17 2024 |
| R-4.5-linux | OK | Sep 17 2024 |
Exports:aggregate.haccopMultdHACemp.copulaemp.copula.selfestimate.copulaget.paramshachac.fullhac2nacopulanacopula2hacpar.pairspHACphiphi.invplot.hacprint.hacrHACtau2thetatheta2tauto.logLiktree2str
Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
HAC
Rendered fromHAC.Rnwusingutils::Sweaveon Sep 17 2024.Last update: 2024-09-17
Started: 2013-05-03
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 |
