mdgc

Missing Data Imputation Using Gaussian Copulas

CRAN Package

Provides functions to impute missing values using Gaussian copulas for mixed data types as described by Christoffersen et al. (2021) . The method is related to Hoff (2007) and Zhao and Udell (2019) but differs by making a direct approximation of the log marginal likelihood using an extended version of the Fortran code created by Genz and Bretz (2002) in addition to also support multinomial variables.

  • Version0.1.7
  • R version≥ 3.5.0
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release05/04/2023

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