heterocop

Semi-Parametric Estimation with Gaussian Copula

CRAN Package

A method for generating random vectors which are linked by a Gaussian copula. It also enables to estimate the correlation matrix of the Gaussian copula in order to identify independencies within the data.

  • Version0.1.0.0
  • R versionunknown
  • LicenseGPL (≥ 3)
  • Needs compilation?No
  • Last release11/06/2024

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  • Imports6 packages
  • Suggests4 packages