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heterocop  

Semi-Parametric Estimation with Gaussian Copula
View on CRAN: Click here


Download and install heterocop package within the R console
Install from CRAN:
install.packages("heterocop")

Install from Github:
library("remotes")
install_github("cran/heterocop")

Install by package version:
library("remotes")
install_version("heterocop", "0.1.0.0")



Attach the package and use:
library("heterocop")
Maintained by
Ekaterina Tomilina
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-11-06
Latest Update: 2024-11-06
Description:
A method for generating random vectors which are linked by a Gaussian copula. It also enables to estimate the correlation matrix of the Gaussian copula in order to identify independencies within the data.
How to cite:
Ekaterina Tomilina (2024). heterocop: Semi-Parametric Estimation with Gaussian Copula. R package version 0.1.0.0, https://cran.r-project.org/web/packages/heterocop. Accessed 23 Nov. 2024.
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