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
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Package details |
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| Author | Peter Hoff |
| Maintainer | Peter Hoff <peter.hoff@duke.edu> |
| License | GPL (>= 2) |
| Version | 0.980 |
| URL | http://pdhoff.github.io/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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