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.


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Reference manual

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install.packages("sbgcop")

0.980 by Peter Hoff, 4 years ago


http://pdhoff.github.io/


Browse source code at https://github.com/cran/sbgcop


Authors: Peter Hoff


Documentation:   PDF Manual  


Task views: Bayesian Inference, Missing Data


GPL (>= 2) license



See at CRAN