CopulaRegression: Bivariate Copula Based Regression Models

This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.

Version: 0.1-4
Depends: R (≥ 2.11.0), MASS, VineCopula
Published: 2014-04-23
Author: Nicole Kraemer, Daniel Silvestrini
Maintainer: Nicole Kraemer <nicole.kraemer at tum.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
Citation: CopulaRegression citation info
Materials: ChangeLog
CRAN checks: CopulaRegression results

Downloads:

Reference manual: CopulaRegression.pdf
Package source: CopulaRegression_0.1-4.tar.gz
OS X binary: CopulaRegression_0.1-3.tgz
Windows binary: CopulaRegression_0.1-3.zip
Old sources: CopulaRegression archive