Provides functions for density evaluation and both joint and conditional random sampling from a Gaussian Copula distribution with arbitrary margins. This is achieved by storing univariate marginal distributions as extended density ('xDensity') objects which provide 'd/p/q/r' methods, and which can be estimated from data using a variety of parametric, nonparametric, and semiparametric approaches.
Package details 


Maintainer  
License  GPL3 
Version  0.9 
URL  https://github.com/mlysy/GaussCop/ 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.