Package: HAC 1.1-1
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.zip(r-4.5)HAC_1.1-1.zip(r-4.4)HAC_1.1-1.zip(r-4.3)
HAC_1.1-1.tgz(r-4.4-any)HAC_1.1-1.tgz(r-4.3-any)
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://gggchen.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 2 months agofrom:d6f6244c09. Checks:ERROR: 1 OK: 6. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | FAIL | Nov 16 2024 |
R-4.5-win | OK | Nov 16 2024 |
R-4.5-linux | OK | Nov 16 2024 |
R-4.4-win | OK | Nov 16 2024 |
R-4.4-mac | OK | Nov 16 2024 |
R-4.3-win | OK | Nov 16 2024 |
R-4.3-mac | OK | Nov 16 2024 |
Exports:aggregate.haccopMultdHACemp.copulaemp.copula.selfestimate.copulaget.paramshachac.fullhac2nacopulanacopula2hacpar.pairspHACphiphi.invplot.hacprint.hacrHACtau2thetatheta2tauto.logLiktree2str
Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
HAC
Rendered fromHAC.Rnw
usingutils::Sweave
on Nov 16 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 |