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 <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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sbgcop documentation built on May 2, 2019, 9:48 a.m.