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weightedCL

Efficient and Feasible Inference for High-Dimensional Normal Copula Regression Models

Estimates high-dimensional multivariate normal copula regression models with the weighted composite likelihood estimating equations in Nikoloulopoulos (2023) <doi:10.1016/j.csda.2022.107654>. It provides autoregressive moving average correlation structures and binary, ordinal, Poisson, and negative binomial regressions.

Versions across snapshots

VersionRepositoryFileSize
0.7 rolling linux/jammy R-4.5 weightedCL_0.7.tar.gz 123.9 KiB
0.7 rolling linux/noble R-4.5 weightedCL_0.7.tar.gz 123.9 KiB
0.7 rolling source/ R- weightedCL_0.7.tar.gz 25.8 KiB
0.7 latest linux/jammy R-4.5 weightedCL_0.7.tar.gz 123.9 KiB
0.7 latest linux/noble R-4.5 weightedCL_0.7.tar.gz 123.9 KiB
0.7 latest source/ R- weightedCL_0.7.tar.gz 25.8 KiB
0.7 2026-04-26 source/ R- weightedCL_0.7.tar.gz 25.8 KiB
0.7 2026-04-23 source/ R- weightedCL_0.7.tar.gz 25.8 KiB
0.7 2026-04-09 windows/windows R-4.5 weightedCL_0.7.zip 131.2 KiB
0.5 2025-04-20 source/ R- weightedCL_0.5.tar.gz 25.8 KiB

Dependencies (latest)

Depends