|
|
|
|
Hierarchical archimedean copulae: the HAC package
|
|
|
|
|
|
|
|
نویسنده
|
okhrin o. ,ristig a.
|
|
منبع
|
journal of statistical software - 2014 - دوره : 58 - - کد همایش: - صفحه:1 -20
|
|
چکیده
|
This paper presents the r package hac,which provides user friendly methods for dealing with hierarchical archimedean copulae (hac). computationally ecient estimationprocedures allow to recover the structure and the parameters of hac from data. in addition,arbitrary hac can be constructed to sample random vectors and to compute the values of the corresponding cumulative distribution plus density functions. accurate graphics of the hac structure can be produced by the plot method implemented for these objects. © 2014,american statistical association. all rights reserved.
|
|
کلیدواژه
|
Copula; HAC; Hierarchical archimedean copula; R
|
|
آدرس
|
c.a.s.e - center for applied statistics and economics,ladislaus von bortkiewicz chair of statistics humboldt-universität zu berlin,berlin,10099, Germany, c.a.s.e - center for applied statistics and economics,ladislaus von bortkiewicz chair of statistics humboldt-universität zu berlin,berlin,10099, Germany
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|