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CopulaRegression (version 0.1-4)

Bivariate Copula Based Regression Models

Description

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.

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Install

install.packages('CopulaRegression')

Monthly Downloads

53

Version

0.1-4

License

GPL (>= 2.0)

Maintainer

Last Published

April 23rd, 2014

Functions in CopulaRegression (0.1-4)