CopulaRegression: Bivariate Copula Based Regression Models

This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.

Version: 0.1-5
Depends: R (≥ 2.11.0), MASS, VineCopula
Published: 2014-09-04
Author: Nicole Kraemer, Daniel Silvestrini
Maintainer: Nicole Kraemer <kraemer_r_packages at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
Citation: CopulaRegression citation info
Materials: ChangeLog
CRAN checks: CopulaRegression results


Reference manual: CopulaRegression.pdf
Package source: CopulaRegression_0.1-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: CopulaRegression_0.1-5.tgz
OS X Mavericks binaries: r-oldrel: CopulaRegression_0.1-5.tgz
Old sources: CopulaRegression archive


Please use the canonical form to link to this page.