heterocop: Semi-Parametric Estimation with Gaussian Copula

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.

Version: 0.1.0.0
Depends: R (≥ 2.10)
Imports: mvtnorm, stats, igraph, matrixcalc, graphics, foreach, stringr, doSNOW, utils
Suggests: knitr, rmarkdown, kableExtra, dplyr
Published: 2024-11-06
DOI: 10.32614/CRAN.package.heterocop
Author: Julie Cartier [aut], Florence Jaffrezic [aut], Gildas Mazo [aut], Ekaterina Tomilina [aut, cre]
Maintainer: Ekaterina Tomilina <ekaterina.tomilina at inrae.fr>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
CRAN checks: heterocop results

Documentation:

Reference manual: heterocop.pdf
Vignettes: heterocop: an R package for Gaussian copula semi-parametric inference for heterogeneous data (source, R code)

Downloads:

Package source: heterocop_0.1.0.0.tar.gz
Windows binaries: r-devel: heterocop_0.1.0.0.zip, r-release: heterocop_0.1.0.0.zip, r-oldrel: heterocop_0.1.0.0.zip
macOS binaries: r-release (arm64): heterocop_0.1.0.0.tgz, r-oldrel (arm64): heterocop_0.1.0.0.tgz, r-release (x86_64): heterocop_0.1.0.0.tgz, r-oldrel (x86_64): heterocop_0.1.0.0.tgz

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