Package: HAC
Type: Package
Title: Estimation, simulation and visualization of Hierarchical
        Archimedean Copulae (HAC)
Version: 0.1-8
Date: 2011-12-05
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 (>= 2.14.0), copula, mnormt
Imports: fBasics, graphics
Description: Package provides the estimation of the structure and the parameters, simulation methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).
License: GPL (>= 3)
URL:
        http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
Packaged: 2011-12-05 15:07:55 UTC; Alex
Repository: CRAN
Date/Publication: 2011-12-05 18:56:20
