Semiparametric Bayesian Gaussian Copula Estimation and Imputation
Log Multivariate Normal Density
Plot Confidence Bands for Association Parameters
Matrix Quantiles
Sample from the Wishart Distribution
Semiparametric Bayesian Gaussian Copula Estimation and Imputation
Semiparametric Bayesian Gaussian copula estimation and imputation
Compute Regression Parameters
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.