Hierarchical Archimedean Copulas For MATLAB And Octave: The HACopula Toolbox MANUAL

• Introduction
• Hierarchical Archimedean copulas
• A quick example
  • Installing the HACopula toolbox
  • Constructing HACs
  • Computing probabilities involving HACs
  • Sampling HACs
  • Estimating HACs
  • Goodness-of-fit testing for HACs
  • Auxiliaries
• Elaborating on the quick example
  • Constructing HACs
  • Sampling HACs
  • Estimating HACs
• Speed up for high dimensions
• Conclusion