Title: Estimation, simulation and visualization of Hierarchical
Author: Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander
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

Description: Package provides the estimation of the structure and the
parameters, simulation methods and structural plots of
high-dimensional Hierarchical Archimedean Copulae (HAC).

Author: Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@cms.hu-berlin.de>
Description: Package provides the estimation of the structure and the parameters, simulation methods and structural plots of high-dimensional Hierarchical Archimedean Copulae (HAC).

Packaged: 2012-04-20 11:34:33 UTC; alexander.ristig

Packaged: 2012-05-04 09:14:00 UTC; alexander.ristig

Packaged: 2012-06-20 08:22:39 UTC; alexander.ristig

Packaged: 2012-08-06 13:10:42 UTC; alexander.ristig

Packaged: 2012-10-11 15:03:53 UTC; alexander.ristig

parameters, sampling methods and structural plots of
Packaged: 2013-05-03 08:57:40 UTC; alexander.ristig

Author: Ostap Okhrin <ostap.okhrin@wiwi.hu-berlin.de> and Alexander Ristig <ristigal@hu-berlin.de>
Description: Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).

Packaged: 2014-08-13 11:37:48 UTC; alexander.ristig

Title: Estimation, Simulation and Visualization of Hierarchical
Packaged: 2015-02-05 09:05:23 UTC; alexander.ristig

Packaged: 2015-05-12 15:15:39 UTC; Alexander Ristig

Author: Ostap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig <alexander.ristig@univie.ac.at>