sbgcop: Semiparametric Bayesian Gaussian copula estimation and imputation

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.

Install the latest version of this package by entering the following in R:
AuthorPeter Hoff
Date of publication2012-10-29 08:59:38
MaintainerPeter Hoff <>
LicenseGPL (>= 2)

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