heterocop: Semi-Parametric Estimation with Gaussian Copula

A method for generating random vectors which are linked by a Gaussian copula. It also enables to estimate the correlation matrix of the Gaussian copula in order to identify independencies within the data.

Package details

AuthorJulie Cartier [aut], Florence Jaffrezic [aut], Gildas Mazo [aut], Ekaterina Tomilina [aut, cre]
MaintainerEkaterina Tomilina <ekaterina.tomilina@inrae.fr>
LicenseGPL (>= 3)
Version0.1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("heterocop")

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heterocop documentation built on April 3, 2025, 11:04 p.m.