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 |
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Maintainer | |
License | GPL-3 |
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:
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