CopulaRegression: Bivariate Copula Based Regression Models
Version 0.1-5

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.

Package details

AuthorNicole Kraemer, Daniel Silvestrini
Date of publication2014-09-04 13:43:24
MaintainerNicole Kraemer <[email protected]>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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CopulaRegression documentation built on May 29, 2017, 5:47 p.m.