sbgcop: Semiparametric Bayesian Gaussian copula estimation and imputation
Version 0.975

This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.

Getting started

Package details

AuthorPeter Hoff
Date of publication2012-10-29 08:59:38
MaintainerPeter Hoff <[email protected]>
LicenseGPL (>= 2)
Version0.975
URL http://www.stat.washington.edu/hoff
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 30, 2017, 4:24 a.m.