Package: HAC
Type: Package
Title: Estimation, simulation and visualization of Hierarchical
        Archimedean Copulae (HAC)
Version: 0.1-0
Date: 2011-04-20
Author: Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander
        Ristig <ristigal@cms.hu-berlin.de>
Maintainer: Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de>
Lazyload: yes
Depends: R (>= 2.9.1), copula
Imports: fBasics
Description: The estimation of the structure, simulation methods and
        structural plots of Hierarchical Archimedean Copulae (HAC) are
        the major applications which are covered by this package. In
        combination with this package the class "hac" is implemented.
        Estimation methods for empirical copulae are also included.
        There is, however, still room for improvement: 1. Probability
        density functions are only available up to the third dimension.
        2. Although the copula models which are estimated or
        constructed provide a wide range of models, some complex models
        have to be approximated.
License: GPL (>= 3)
URL:
        http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
Packaged: 2011-07-23 16:36:31 UTC; Alex
Repository: CRAN
Date/Publication: 2011-07-23 17:15:56
