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weightedCL: Efficient and Feasible Inference for High-Dimensional Normal Copula Regression Models
Estimates high-dimensional multivariate normal copula regression models with the weighted composite likelihood estimating equations in Nikoloulopoulos (2023) <doi:10.1016/j.csda.2022.107654>. It provides autoregressive moving average correlation structures and binary, ordinal, Poisson, and negative binomial regressions.
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Package details |
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| Author | Aristidis K. Nikoloulopoulos [aut, cre] |
| Maintainer | Aristidis K. Nikoloulopoulos <a.nikoloulopoulos@uea.ac.uk> |
| License | GPL (>= 2) |
| Version | 0.7 |
| Package repository | View on CRAN |
| Installation |
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