CopulaRegression: Bivariate Copula Based Regression Models. This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Marra, Giampiero; Radice, Rosalba: Bivariate copula additive models for location, scale and shape (2017)
- Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia: Total loss estimation using copula-based regression models (2013)