sbgcop: Semiparametric Bayesian Gaussian Copula Estimation and Imputation

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.

Version: 0.980
Published: 2018-05-29
Author: Peter Hoff
Maintainer: Peter Hoff <peter.hoff at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Bayesian, MissingData
CRAN checks: sbgcop results


Reference manual: sbgcop.pdf
Package source: sbgcop_0.980.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: sbgcop_0.980.tgz, r-oldrel: sbgcop_0.980.tgz
Old sources: sbgcop archive


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