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:
install.packages("sbgcop")
AuthorPeter Hoff
Date of publication2012-10-29 08:59:38
MaintainerPeter Hoff <hoff@stat.washington.edu>
LicenseGPL (>= 2)
Version0.975
http://www.stat.washington.edu/hoff

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