make_copula: Copula transformation function

View source: R/make_copula.R

make_copulaR Documentation

Copula transformation function

Description

This functions transforms a variable (condition: non-normally distributed) to its copula-correction term which can be entered in model estimation. See Park and Gupta (2012, Marketing Science)

References

Park, Sungho, and Sachin Gupta. "Handling endogenous regressors by joint estimation using copulas." Marketing Science 31.4 (2012): 567-586. Hannes Datta, Bram Foubert, and Harald J. Van Heerde (2015) The Challenge of Retaining Customers Acquired with Free Trials. Journal of Marketing Research: April 2015, Vol. 52, No. 2, pp. 217-234.

Examples

  X=runif(1000)
  X_star = make_copula(X)

hannesdatta/marketingtools documentation built on June 3, 2022, 11:42 p.m.