Package: CopulaGAMM 0.7.4

Bruno N Remillard

CopulaGAMM: Copula-Based Mixed Regression Models

Estimation of 2-level factor copula-based regression models for clustered data where the response variable can be either discrete or continuous.

Authors:Pavel Krupskii [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph]

CopulaGAMM_0.7.4.tar.gz
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CopulaGAMM_0.7.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
CopulaGAMM/json (API)

# Install 'CopulaGAMM' in R:
install.packages('CopulaGAMM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 562 downloads 77 exports 2 dependencies

Last updated from:59f5184be7. Checks:10 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK90
linux-devel-x86_64OK98
source / vignettesOK162
linux-release-arm64OK81
linux-release-x86_64OK104
windows-devel-arm64OK212
windows-devel-x86_64OK108
windows-release-arm64OK188
windows-release-x86_64OK89
wasm-releaseOK88

Exports:berncpdfcoplikcpar2paramdbvndbvn2dbvncopdbvtcopdcopdfgmdfrkdgaldgumdhrdjoedlapdmtcjdplaEstContinuousEstCopulaGAMMEstDiscreteexpcondexpcpdfffgmdersffrkdersfgumdersfjoedersfmtcjdersfnordersfpladersftdersftdersPgeomcpdfinvfunclapcpdflinkCopMAP.continuousMAP.discretemarginsmlecopmlecop.discmultinomcpdfnbinom1cpdfnbinomcpdfnormcpdfpcondpcondclapcondfgmpcondfrkpcondgalpcondgumpcondhrpcondjoepcondnorpcondplapcondtplappoiscpdfpredictContinuouspredictCopulaGAMMpredictDiscretepseudosCqcondqcondclaqcondfgmqcondfraqcondgalqcondgumqcondhrqcondjoeqcondnorqcondplaqcondtqlapSimGenClusterSimMultinomialtcpdfweibcpdf

Dependencies:matrixStatsstatmod

Readme and manuals

Help Manual

Help pageTopics
Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivativesberncpdf
Copula cdf/pdf and derscoplik
Copula parameter to linkcpar2param
Normal densitydbvn
Normal density (version 2)dbvn2
Normal copula densitydbvncop
Student copula densitydbvtcop
Copula pdfdcop
Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=dfgm
B3 bivariate Frank copula densitydfrk
B7 Galambos copula density, cpar>0dgal
B6 Gumbel copula density, cpar>1dgum
B8 Huesler-Reiss copula density, cpar>0dhr
B5 Joe copula densitydjoe
Laplace pdfdlap
B4 MTCJ copula density, cpar>0dmtcj
B2 Plackett copula densitydpla
Copula-based estimation of mixed regression models for continuous responseEstContinuous
Copula-based estimation of mixed regression models for continuous or discrete responseEstCopulaGAMM
Copula-based estimation of mixed regression models for discrete responseEstDiscrete
Conditional expectationexpcond
Inverse conditional expectation for a vector of probabilitiesexpcondinv
Inverse conditional expectation for a single valueexpcondinv1
Exponential cdf/pdf and dersexpcpdf
Farlie-Gumbel-Morgenstern copula cdf/pdf and dersffgmders
Frank copula cdf/pdf and dersffrkders
Gumbel copula cdf/pdf and dersfgumders
Joe copula cdf/pdf and dersfjoeders
Clayton copula cdf/pdf and dersfmtcjders
Farlie-Gumbel-Morgenstern copula cdf/pdf and dersfnorders
Plackett copula cdf/pdf and dersfpladers
Student copula cdf/pdf and dersftders
Student copula cdf/pdf and dersftdersP
Geometric with p = 1/(1+exp(-th)) cdf/pdf and dersgeomcpdf
Inverse functioninvfunc
Laplace cdf/pdf and derslapcpdf
Link to copula parameterlinkCop
Estimation of latent variables in the continuous caseMAP.continuous
Estimation of latent variable in the dicrete caseMAP.discrete
Margins cdf/pdf and their derivativesmargins
Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel)mlecop
Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel) when the first observation is 0 or 1mlecop.disc
Multinomial with p = 1/(1+exp(-th)) cdf/pdf and dersmultinomcpdf
Simulated datamultinomial
Negative binomial cdf/pdf and dersnbinom1cpdf
Negative binomial cdf/pdf and dersnbinomcpdf
Simulated datanormal
normal cdf/pdf and dersnormcpdf
EstContinuous objectout.normal
EstDiscrete objectout.poisson
Conditional cdfpcond
Conditional Claytonpcondcla
Conditional FGM (B10)pcondfgm
Conditional Frank (B3)pcondfrk
Conditional Galambos (B7)pcondgal
Conditional Gumbel (B6)pcondgum
Conditional Huesler-Reiss (B8)pcondhr
Conditional Joe (B5)pcondjoe
Conditional Gaussianpcondnor
Conditional Plackett (B2)pcondpla
Conditional Studentpcondt
Laplace cdfplap
Poisson cdf/pdf and derspoiscpdf
Conditional expectation for a copula-based estimation of mixed regression models for continuous responsepredictContinuous
Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete responsepredictCopulaGAMM
Conditional expectation for a copula-based estimation of mixed regression models for discrete responsepredictDiscrete
Estimation cdf, left-continuous cdf, and pseudo-observationspseudosC
Inverse conditional cdfqcond
Inverse claytonqcondcla
Inverse FGM (B10)qcondfgm
Inverse Frankqcondfra
Inverse Galambosqcondgal
Inverse Gumbelqcondgum
Inverse Huesler-Reissqcondhr
Inverse Joeqcondjoe
Inverse Gaussianqcondnor
Inverse Plackettqcondpla
Inverse Studentqcondt
Laplace quantileqlap
Simulated datasim.poisson
Simulation of clustered dataSimGenCluster
Simulation of multinomial clustered dataSimMultinomial
Student cdf/pdf and derstcpdf
Weibul cdf/pdf and dersweibcpdf