sbgcop

cranv1.0

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.

License GPL (>= 2)0 versions1 maintainers0 deps96 weekly dl
https://CRAN.R-project.org/package=sbgcop
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First published · 2025-06-19 15:51:08

Last updated · 2025-06-19T14:40:02+00:00