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.

Version: 0.980
Published: 2018-05-29
Author: Peter Hoff
Maintainer: Peter Hoff <peter.hoff at duke.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://pdhoff.github.io/
NeedsCompilation: no
In views: Bayesian
CRAN checks: sbgcop results

Downloads:

Reference manual: sbgcop.pdf
Package source: sbgcop_0.980.tar.gz
Windows binaries: r-devel: sbgcop_0.980.zip, r-release: sbgcop_0.980.zip, r-oldrel: sbgcop_0.980.zip
OS X binaries: r-release: sbgcop_0.980.tgz, r-oldrel: sbgcop_0.980.tgz
Old sources: sbgcop archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=sbgcop to link to this page.