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 |
Reference manual: | heterocop.pdf |
Vignettes: |
heterocop: an R package for Gaussian copula semi-parametric inference for heterogeneous data (source, R code) |
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-devel (arm64): heterocop_0.1.0.0.tgz, r-release (arm64): heterocop_0.1.0.0.tgz, r-oldrel (arm64): heterocop_0.1.0.0.tgz, r-devel (x86_64): 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 |
Please use the canonical form https://CRAN.R-project.org/package=heterocop to link to this page.