Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Overview
Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).
Install
Health
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- WARNING12 OK, 1 WARNINGNow
- WARNING12 OK, 2 WARNING2026-03-10
Documentation
- 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%
- HAC PDF
Downloads
Dependencies
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.
Code & Tests
Datasets
People & History
Previously maintained by Gong Chen (1.1-1) and Martin Waltz (1.1-0).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.1-2Latest
- RR 4.5.0 released · 2025-04-11
- 1.1-12024-09-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.1-02022-03-14 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0-82020-08-27 · diff ↗
- 1.0-72020-06-09 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.0-62019-12-15 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
Show 32 earlier eventsHide 32 earlier events
- 1.0-52016-11-21 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.0-42015-10-12 · diff ↗
- 1.0-32015-05-12 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 1.0-22015-02-05 · diff ↗
- 1.0-1
- 1.0-02014-06-10 · 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 - RR 3.1.0 released · 2014-04-10
- 0.3-12014-02-18 · diff ↗
- 0.3-02014-01-21 · diff ↗ ·
removed 2 exports
GAUSS, TAUadded 7 exports
hac2nacopula, HAC_FRANK, AC_FRANK, HAC_JOE, AC_JOE, HAC_AMH, AC_AMH - 0.2-72013-05-03 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 0.2-62012-12-22 · diff ↗
- 0.2-52012-10-11 · diff ↗
- 0.2-42012-08-06 · diff ↗
- 0.2-3
- 0.2-2
- 0.2-1
- 0.2-0
- RR 2.15.0 released · 2012-03-30
- 0.1-92011-12-25 · diff ↗
- 0.1-82011-12-05 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 0.1-72011-10-26 · diff ↗
- 0.1-52011-10-12 · diff ↗
- 0.1-4
- 0.1-3
- 0.1-22011-08-02 · diff ↗
- 0.1-12011-07-29 · diff ↗
- 0.1-02011-07-23
- RR 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
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.
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.