SemiParBIVProbit: Semiparametric Copula Regression Models

Routines for fitting various copula regression models, with several types of covariate effects, in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.

Package details

AuthorGiampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <r.radice@bbk.ac.uk>
MaintainerGiampiero Marra <giampiero.marra@ucl.ac.uk>
LicenseGPL (>= 2)
Version3.8-2
URL http://www.ucl.ac.uk/statistics/people/giampieromarra
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SemiParBIVProbit")

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SemiParBIVProbit documentation built on June 20, 2017, 9:03 a.m.