sbgcop (0.975)

Semiparametric Bayesian Gaussian copula estimation and imputation.

http://www.stat.washington.edu/hoff
http://cran.r-project.org/web/packages/sbgcop

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.

Maintainer: Peter Hoff
Author(s): Peter Hoff

License: GPL (>= 2)

Uses: Does not use any package

Released over 9 years ago.