sbgcop (version 0.980)

Semiparametric Bayesian Gaussian Copula Estimation and Imputation

Description

Estimation and inference for parameters in a Gaussian copula model, treating the univariate marginal distributions as nuisance parameters as described in Hoff (2007) . This package also provides a semiparametric imputation procedure for missing multivariate data.

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Install

install.packages('sbgcop')

Monthly Downloads

243

Version

0.980

License

GPL (>= 2)

Maintainer

Last Published

May 29th, 2018

Functions in sbgcop (0.980)