CopulaRegression: Bivariate Copula Based Regression Models

This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.

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AuthorNicole Kraemer, Daniel Silvestrini
Date of publication2014-09-04 13:43:24
MaintainerNicole Kraemer <>
LicenseGPL (>= 2.0)

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copreg Man page
CopulaRegression Man page
CopulaRegression-package Man page
density_conditional Man page
density_joint Man page
dgam Man page
dpolicy_loss Man page
D_u Man page
dztp Man page
epolicy_loss Man page
loglik_joint Man page
mle_joint Man page
mle_marginal Man page
pgam Man page
ppolicy_loss Man page
predict Man page
predict.copreg Man page
pztp Man page
qpolicy_loss Man page
rgam Man page
simulate_joint Man page
simulate_regression_data Man page
theta2z Man page
vuongtest Man page
z2theta Man page
ztp.glm Man page

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