sbgcop (Q23880)
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Semiparametric Bayesian Gaussian Copula Estimation and Imputation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | sbgcop |
Semiparametric Bayesian Gaussian Copula Estimation and Imputation |
Statements
expanded from: GPL (≥ 2) (English)
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19 June 2025
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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.
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