CopulaGAMM (version 0.7.4)

Copula-Based Mixed Regression Models

Description

Estimation of 2-level factor copula-based regression models for clustered data where the response variable can be either discrete or continuous.

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Version

Install

install.packages('CopulaGAMM')

Monthly Downloads

311

Version

0.7.4

License

GPL (>= 2)

Maintainer

Bruno Remillard

Last Published

September 13th, 2026

Functions in CopulaGAMM (0.7.4)

dbvncop

Normal copula density

ffrkders

Frank copula cdf/pdf and ders

dfrk

B3 bivariate Frank copula density

margins

Margins cdf/pdf and their derivatives

expcondinv

Inverse conditional expectation for a vector of probabilities

expcond

Conditional expectation

fpladers

Plackett copula cdf/pdf and ders

pcondfgm

Conditional FGM (B10)

dgal

B7 Galambos copula density, cpar>0

linkCop

Link to copula parameter

ftders

Student copula cdf/pdf and ders

pcondfrk

Conditional Frank (B3)

fjoeders

Joe copula cdf/pdf and ders

dpla

B2 Plackett copula density

mlecop.disc

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel) when the first observation is 0 or 1

pcond

Conditional cdf

dbvtcop

Student copula density

dmtcj

B4 MTCJ copula density, cpar>0

fgumders

Gumbel copula cdf/pdf and ders

mlecop

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel)

Laplace cdf/pdf and ders

expcondinv1

Inverse conditional expectation for a single value

pseudosC

Estimation cdf, left-continuous cdf, and pseudo-observations

fnorders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders

pcondgal

Conditional Galambos (B7)

fmtcjders

Clayton copula cdf/pdf and ders

expcpdf

Exponential cdf/pdf and ders

pcondgum

Conditional Gumbel (B6)

multinomcpdf

Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders

multinomial

Simulated data

qcond

Inverse conditional cdf

poiscpdf

Poisson cdf/pdf and ders

qcondgal

Inverse Galambos

weibcpdf

Weibul cdf/pdf and ders

pcondpla

Conditional Plackett (B2)

Student cdf/pdf and ders

ftdersP

Student copula cdf/pdf and ders

nbinom1cpdf

Negative binomial cdf/pdf and ders

Negative binomial cdf/pdf and ders

geomcpdf

Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders

qcondfgm

Inverse FGM (B10)

predictContinuous

Conditional expectation for a copula-based estimation of mixed regression models for continuous response

Inverse Huesler-Reiss

normal cdf/pdf and ders

predictCopulaGAMM

Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete response

predictDiscrete

Conditional expectation for a copula-based estimation of mixed regression models for discrete response

pcondhr

Conditional Huesler-Reiss (B8)

pcondjoe

Conditional Joe (B5)

EstContinuous

Copula-based estimation of mixed regression models for continuous response

coplik

Copula cdf/pdf and ders

EstDiscrete

Copula-based estimation of mixed regression models for discrete response

MAP.continuous

Estimation of latent variables in the continuous case

MAP.discrete

Estimation of latent variable in the dicrete case

EstCopulaGAMM

Copula-based estimation of mixed regression models for continuous or discrete response

dbvn

Normal density

dbvn2

Normal density (version 2)

cpar2param

Copula parameter to link

SimGenCluster

Simulation of clustered data

ffgmders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders

dfgm

Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=

dcop

Copula pdf

dhr

B8 Huesler-Reiss copula density, cpar>0

berncpdf

Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivatives

SimMultinomial

Simulation of multinomial clustered data

dlap

Laplace pdf

djoe

B5 Joe copula density

dgum

B6 Gumbel copula density, cpar>1