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 yahoo.de> |
| 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: CopulaRegression_0.1-5.zip, r-release: CopulaRegression_0.1-5.zip, r-oldrel: CopulaRegression_0.1-5.zip |
| 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 |
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