Skip to content

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

1packages dependsuggested by 1
37.9Kdownloads / year
–test coverage
12/13flavors OK

Overview

About

Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).

Install

Health

CRAN checks
1WARNING12OK
Check messages
WARNINGre-building of vignette outputsr-oldrel-macos-arm64
Error(s) in re-building vignettes:
--- re-building ‘HAC.Rnw’ using Sweave
Loading required package: copula
Warning in hac2nacopula(hac) : NAs introduced by coercion
Error: processing vignette 'HAC.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'HAC.tex' failed.
LaTeX errors:
! Package babel Error: Unknown option 'ngerman'. Either you misspelled it
(babel)                or the language definition file ngerman.ldf
(babel)                was not found.
(babel)                There is a locale ini file for this language.
(babel)                If it’s the main language, try adding `provide=*'
! Emergency stop.
 ...                                              
                                                  
l.4259 \ProcessOptions*
                       
!  ==> Fatal error occurred, no output PDF file produced!
--- failed re-building 'HAC.Rnw'

SUMMARY: processing the following file failed:
  'HAC.Rnw'

Error: Vignette re-building failed.
Execution halted

CRAN check page ↗

Slowest check: 2.6 min · r-oldrel-windows-x86_64
Status changes
  • WARNING12 OK, 1 WARNINGNow
  • WARNING12 OK, 2 WARNING2026-03-10
Advisories

none known

Documentation

In release 1.1-2
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsiteYes
Cites a JSS article
Help pages
14
Examples that run
100%14 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
54%
Help pages citing references
36%
Vignettes (1)

Downloads

37.9K
CRAN downloads in the past year
Rank #2,263 · ~104/day · ~3.2K/mo
Daily download trend is not available in this view yet.
3.3K30 days
7.5K90 days
37.9K1 year
Compare downloads with other packages →
Also on128 r2u2 autocran145 c2d4u

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing HAC adds 9 packages (6 with compiled code, 7.0 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, mvtnorm 1.0 MB.

Depends (2)
R >= 3.1.0copula
Imports (2)
graphicsstats
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Suggested by 1
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (3)
Maintainer since 1.1-2 (2025) · added in 1.1-2

Previously maintained by Gong Chen (1.1-1) and Martin Waltz (1.1-0).

Listed in earlier versions (1)
Gong Chen
no longer listed · 1.1-1
Releases (31)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1-2Latest
    record
    2025-12-01 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1-1
    record
    2024-09-16 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.1-0
    record
    2022-03-14 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.0-8
    record
    2020-08-27 · diff ↗
  • 1.0-7
    record
    2020-06-09 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.0-6
    record
    2019-12-15 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
Show 32 earlier eventsHide 32 earlier events
  • 1.0-5
    record
    2016-11-21 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0-4
    record
    2015-10-12 · diff ↗
  • 1.0-3
    record
    2015-05-12 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 1.0-2
    record
    2015-02-05 · diff ↗
  • 1.0-1
    record
    2014-08-13 · diff ↗ ·
    added 1 export
    nacopula2hac
  • 1.0-0
    record
    2014-06-10 · diff ↗ ·
    removed 13 exports
    HAC_GUMBEL, AC_GUMBEL, HAC_CLAYTON, AC_CLAYTON, HAC_FRANK, AC_FRANK, HAC_JOE, AC_JOE, HAC_AMH, AC_AMH, ML, FML, RML
  • R
    R 3.1.0 released · 2014-04-10
  • 0.3-1
    record
    2014-02-18 · diff ↗
  • 0.3-0
    record
    2014-01-21 · diff ↗ ·
    removed 2 exports
    GAUSS, TAU
    added 7 exports
    hac2nacopula, HAC_FRANK, AC_FRANK, HAC_JOE, AC_JOE, HAC_AMH, AC_AMH
  • 0.2-7
    record
    2013-05-03 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 0.2-6
    record
    2012-12-22 · diff ↗
  • 0.2-5
    record
    2012-10-11 · diff ↗
  • 0.2-4
    record
    2012-08-06 · diff ↗
  • 0.2-3
    record
    2012-06-20 · diff ↗ ·
    removed 1 export
    rAC
    added 1 export
    RML
  • 0.2-2
    record
    2012-05-17 · diff ↗ ·
    removed 1 export
    HAC_ROTATED_GUMBEL
  • 0.2-1
    record
    2012-05-04 · diff ↗ ·
    added 3 exports
    to.logLik, par.pairs, FML
  • 0.2-0
    record
    2012-04-20 · diff ↗ ·
    removed 4 exports
    dAC, as.hac, columns.hac, theta.eps
  • R
    R 2.15.0 released · 2012-03-30
  • 0.1-9
    record
    2011-12-25 · diff ↗
  • 0.1-8
    record
    2011-12-05 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • 0.1-7
    record
    2011-10-26 · diff ↗
  • 0.1-5
    record
    2011-10-12 · diff ↗
  • 0.1-4
    record
    2011-10-10 · diff ↗ ·
    added 1 export
    as.hac
  • 0.1-3
    record
    2011-09-18 · diff ↗ ·
    removed 2 exports
    check.var, check.par
  • 0.1-2
    record
    2011-08-02 · diff ↗
  • 0.1-1
    record
    2011-07-29 · diff ↗
  • 0.1-0
    record
    2011-07-23
  • R
    R 2.13.0 released · 2011-04-13

Package metadata

First published
2011-07-23
Total releases
31 / 15 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.1.0
Bundled data
9.6 KB / 1 file
Download size
908 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' entry:

citation("HAC")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v058.i04.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for HAC version 1.1-2 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy