heterocop
Semi-Parametric Estimation with Gaussian Copula
A method for estimating the correlation matrix of the Gaussian copula from the observed data. This package also contains a penalized estimation of the corresponding precision matrix, and enables to generate random vectors that are distributed according to a Gaussian copula.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling source/ R- | heterocop_1.0.1.tar.gz |
77.1 KiB |
1.0.1 |
rolling linux/jammy R-4.5 | heterocop_1.0.1.tar.gz |
107.6 KiB |
1.0.1 |
rolling linux/noble R-4.5 | heterocop_1.0.1.tar.gz |
107.5 KiB |
1.0.1 |
latest source/ R- | heterocop_1.0.1.tar.gz |
77.1 KiB |
1.0.1 |
latest linux/jammy R-4.5 | heterocop_1.0.1.tar.gz |
107.6 KiB |
1.0.1 |
latest linux/noble R-4.5 | heterocop_1.0.1.tar.gz |
107.5 KiB |
1.0.1 |
2026-04-23 source/ R- | heterocop_1.0.1.tar.gz |
77.1 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | heterocop_1.0.1.zip |
108.7 KiB |
0.1.0.0 |
2025-04-20 source/ R- | heterocop_0.1.0.0.tar.gz |
59.6 KiB |