sbgcop

Semiparametric Bayesian Gaussian Copula Estimation and Imputation

CRAN Package

Estimation and inference for parameters in a Gaussian copula model, treating the univariate marginal distributions as nuisance parameters as described in Hoff (2007) doi:10.1214/07-AOAS107. This package also provides a semiparametric imputation procedure for missing multivariate data.

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  • Reverse Imports1 package