heterocop

cranv1.0.1

Semi-Parametric Estimation with Gaussian Copula. A method for estimating the correlation matrix of the Gaussian copula from the observed data. This package also contains a penalized estimation of the corresponding precision matrix, and enables to generate random vectors that are distributed according to a Gaussian copula.

License GPL (>= 3)0 versions1 maintainers10 deps151 weekly dl
https://CRAN.R-project.org/package=heterocop
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First published · 2026-04-08 20:23:20

Last updated · 2026-04-08T19:10:02+00:00