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sbgcop (version 0.980)

Semiparametric Bayesian Gaussian Copula Estimation and Imputation

Description

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.

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Version

Install

install.packages('sbgcop')

Monthly Downloads

210

Version

0.980

License

GPL (>= 2)

Maintainer

Last Published

May 29th, 2018

Functions in sbgcop (0.980)

ldmvnorm

Log Multivariate Normal Density
plotci.sA

Plot Confidence Bands for Association Parameters
qM.sM

Matrix Quantiles
rwish

Sample from the Wishart Distribution
sbgcop.mcmc

Semiparametric Bayesian Gaussian copula estimation and imputation
sbgcop-package

Semiparametric Bayesian Gaussian Copula Estimation and Imputation
sR.sC

Compute Regression Parameters