This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
| Version: | 0.95 |
| Date: | 2007-03-09 |
| Author: | Peter Hoff |
| Maintainer: | Peter Hoff <hoff at stat.washington.edu> |
| License: | GPL Version 2 or later |
| URL: | http://www.stat.washington.edu/hoff |
| CRAN checks: | sbgcop results |
Downloads:
| Package source: | sbgcop_0.95.tar.gz |
| MacOS X binary: | sbgcop_0.95.tgz |
| Windows binary: | sbgcop_0.95.zip |
| Reference manual: | sbgcop.pdf |