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)
URL: http://www.stat.washington.edu/hoff
NeedsCompilation: no
In views: Bayesian
CRAN checks: sbgcop results

Downloads:

Package source: sbgcop_0.975.tar.gz
MacOS X binary: sbgcop_0.975.tgz
Windows binary: sbgcop_0.975.zip
Reference manual: sbgcop.pdf
Old sources: sbgcop archive