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) doi:10.48550/arXiv.2102.02642. The method is related to Hoff (2007) doi:10.1214/07-AOAS107 and Zhao and Udell (2019) doi:10.48550/arXiv.1910.12845 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) doi:10.1198/106186002394 in addition to also support multinomial variables.


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