sbgcop: Semiparametric Bayesian Gaussian copula estimation and imputation. This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.

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References in zbMATH (referenced in 1 article )

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  1. Hoff, Peter D.: Extending the rank likelihood for semiparametric copula estimation (2007)