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 |
| DOI: | 10.32614/CRAN.package.heterocop |
| 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 |