Package: heterocop 0.1.0.0

Ekaterina Tomilina

heterocop: Semi-Parametric Estimation with Gaussian Copula

A method for generating random vectors which are linked by a Gaussian copula. It also enables to estimate the correlation matrix of the Gaussian copula in order to identify independencies within the data.

Authors:Julie Cartier [aut], Florence Jaffrezic [aut], Gildas Mazo [aut], Ekaterina Tomilina [aut, cre]

heterocop_0.1.0.0.tar.gz
heterocop_0.1.0.0.tar.gz(r-4.5-noble)heterocop_0.1.0.0.tar.gz(r-4.4-noble)
heterocop_0.1.0.0.tgz(r-4.4-emscripten)heterocop_0.1.0.0.tgz(r-4.3-emscripten)
heterocop.pdf |heterocop.html
heterocop/json (API)

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

Peer review:

Datasets:

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

2.70 score 7 exports 20 dependencies

Last updated 19 days agofrom:076ae48aa6. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 07 2024
R-4.5-linuxOKNov 07 2024

Exports:CopulaSimcor_network_graphdiag_block_matrixgauss_genmatrix_cor_tsmatrix_genrho_estim

Dependencies:clicodetoolscpp11doSNOWforeachglueigraphiteratorslatticelifecyclemagrittrMatrixmatrixcalcmvtnormpkgconfigrlangsnowstringistringrvctrs

heterocop: an R package for Gaussian copula semi-parametric inference for heterogeneous data

Rendered fromheterocop.Rmdusingknitr::rmarkdownon Nov 07 2024.

Last update: 2024-11-06
Started: 2024-11-06

Readme and manuals

Help Manual

Help pageTopics
CopulaSimCopulaSim
cor_network_graphcor_network_graph
diag_block_matrixdiag_block_matrix
gauss_gengauss_gen
ICGC dataseticgc_data
matrix_cor_tsmatrix_cor_ts
matrix_genmatrix_gen
rho_estimrho_estim