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) . This package also provides a semiparametric imputation procedure for missing multivariate data.


Reference manual

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0.980 by Peter Hoff, 4 years ago

Browse source code at

Authors: Peter Hoff

Documentation:   PDF Manual  

Task views: Bayesian Inference, Missing Data

GPL (>= 2) license

See at CRAN