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.
| Version: |
1.0.0 |
| Depends: |
R (≥ 2.10) |
| Imports: |
mvtnorm, stats, igraph, matrixcalc, graphics, foreach, stringr, doSNOW, utils, huge |
| Suggests: |
knitr, rmarkdown, kableExtra, dplyr |
| Published: |
2025-06-06 |
| 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 |