sbgcop (0.980)

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) . This package 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 1 year ago.