pdhoff/sbgcop: Semiparametric Bayesian Gaussian Copula Estimation and Imputation

Estimation and inference for parameters in a Gaussian copula model, treating the univariate marginal distributions as nuisance parameters as described in Hoff (2007) <doi:10.1214/07-AOAS107>. This package also provides a semiparametric imputation procedure for missing multivariate data.

Getting started

Package details

AuthorPeter Hoff
MaintainerPeter Hoff <[email protected]>
LicenseGPL (>= 2)
URL http://pdhoff.github.io/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
pdhoff/sbgcop documentation built on May 29, 2018, 10:14 p.m.