aggregate.hac |
Aggregation of variables |
copMult |
d-dim copula |
dHAC |
pdf, cdf and random sampling |
emp.copula |
Empirical copula |
emp.copula.self |
Empirical copula |
estimate.copula |
Estimation of Hierarchical Archimedean Copulae |
finData |
Financial data |
get.params |
Dependency parameters of a HAC |
hac |
Construction of 'hac' objects |
hac.full |
Construction of 'hac' objects |
hac2nacopula |
Construction of 'hac' objects |
nacopula2hac |
Construction of 'hac' objects |
par.pairs |
Parameter of the HAC |
pHAC |
pdf, cdf and random sampling |
phi |
Generator function |
phi.inv |
Generator function |
plot.hac |
Plot of a HAC |
print.hac |
Construction of 'hac' objects |
rHAC |
pdf, cdf and random sampling |
tau2theta |
Kendall's rank correlation coefficient |
theta2tau |
Kendall's rank correlation coefficient |
to.logLik |
log-likelihood |
tree2str |
String structure of HAC |