mdgc: Missing Data Imputation Using Gaussian Copulas

Provides functions to impute missing values using Gaussian copulas for mixed data types as described by Christoffersen et al. (2021) <arXiv:2102.02642>. The method is related to Hoff (2007) <doi:10.1214/07-AOAS107> and Zhao and Udell (2019) <arXiv:1910.12845> but differs by making a direct approximation of the log marginal likelihood using an extended version of the Fortran code created by Genz and Bretz (2002) <doi:10.1198/106186002394> in addition to also support multinomial variables.

Package details

AuthorBenjamin Christoffersen [cre, aut] (<https://orcid.org/0000-0002-7182-1346>), Alan Genz [cph], Frank Bretz [cph], Torsten Hothorn [cph], R-core [cph], Ross Ihaka [cph]
MaintainerBenjamin Christoffersen <boennecd@gmail.com>
LicenseGPL-2
Version0.1.7
URL https://github.com/boennecd/mdgc
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mdgc")

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mdgc documentation built on May 31, 2023, 7:31 p.m.