sbgcop: Semiparametric Bayesian Gaussian copula estimation and imputation

This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.

Version: 0.975
Published: 2012-10-29
Author: Peter Hoff
Maintainer: Peter Hoff <hoff at stat.washington.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.stat.washington.edu/hoff
NeedsCompilation: no
In views: Bayesian
CRAN checks: sbgcop results

Downloads:

Reference manual: sbgcop.pdf
Package source: sbgcop_0.975.tar.gz
Windows binaries: r-devel: sbgcop_0.975.zip, r-release: sbgcop_0.975.zip, r-oldrel: sbgcop_0.975.zip
OS X Snow Leopard binaries: r-release: sbgcop_0.975.tgz, r-oldrel: sbgcop_0.975.tgz
OS X Mavericks binaries: r-release: sbgcop_0.975.tgz
Old sources: sbgcop archive