# Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

## Documentation for package ‘HAC’ version 1.1-2

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

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