sbgcop: Semiparametric Bayesian Gaussian Copula Estimation and Imputation

Estimation and inference for parameters in a Gaussian copula model, treating the univariate marginal distributions as nuisance parameters as described in Hoff (2007) <doi:10.1214/07-AOAS107>. This package also provides a semiparametric imputation procedure for missing multivariate data.

Package details

AuthorPeter Hoff
MaintainerPeter Hoff <peter.hoff@duke.edu>
LicenseGPL (>= 2)
Version0.980
URL http://pdhoff.github.io/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sbgcop")

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sbgcop documentation built on May 2, 2019, 9:48 a.m.