weightedCL: Efficient and Feasible Inference for High-Dimensional Normal
Copula Regression Models
Estimates high-dimensional multivariate normal copula regression models with the weighted composite likelihood estimating equations in Nikoloulopoulos (2022) <doi:10.48550/arXiv.2203.04619>. It provides autoregressive moving average correlation structures and binary, ordinal, Poisson, and negative binomial regressions.
Version: |
0.5 |
Depends: |
R (≥ 3.5.0), matlab, rootSolve, sure, MASS |
Published: |
2022-10-10 |
Author: |
Aristidis K. Nikoloulopoulos [aut, cre] |
Maintainer: |
Aristidis K. Nikoloulopoulos <a.nikoloulopoulos at uea.ac.uk> |
License: |
|
NeedsCompilation: |
yes |
CRAN checks: |
weightedCL results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=weightedCL
to link to this page.