• gcmr

  • Referenced in 31 articles [sw07433]
  • class of Gaussian copula models for marginal regression analysis of non-normal dependent observations...
  • SemiParSampleSel

  • Referenced in 5 articles [sw24025]
  • Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel. Sample selection models deal with ... bivariate normal. We introduce the R package SemiParSampleSel which implements copula regression spline sample selection ... linear covariate-response relationships, and non-normal bivariate distributions between the model equations. We provide...
  • heckmancopula

  • Referenced in 2 articles [sw37451]
  • Stata commands heckmancopula, switchcopula: Copula-based maximum-likelihood estimation of sample-selection models. Sample-selection ... hood estimation under the assumption of joint normality. It is well known, however, that ... normally distributed. As we will see, this is a special case of the copula approach ... with the copula approach to relax the assumption of joint normality. Although there are several...
  • sirt

  • Referenced in 6 articles [sw15945]
  • models and testlet models, NOHARM, Rasch copula model, faceted and hierarchical rater models, ordinal ... mean and covariance structure modelling for multivariate normally distributed data...
  • pyvine

  • Referenced in 1 article [sw38439]
  • value. The computing of related functions of copulas such as cumulative distribution functions often meets ... bivariate opulas: Normal, Student t, Clayton, Gumbel, Frank and Joe copulas. Approximations of the above...
  • HMMcopula

  • Referenced in 1 article [sw32774]
  • value. The estimation of the copula parameters are based on the pseudo-maximum likelihood method ... using pseudo-observations defined as normalized ranks...
  • nvmix

  • Referenced in 2 articles [sw38486]
  • Mixtures. Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions ... well as the grouped t distribution and copula with multiple degrees-of-freedom parameters...
  • lmomco

  • Referenced in 5 articles [sw14732]
  • Function [L], Normal [L], 3-p log-Normal [L], Pearson Type III [L], Rayleigh ... implemented and might have considerable application with copulas because LCMs measure asymmetric association and higher...
  • gcKrig

  • Referenced in 1 article [sw18000]
  • model geostatistical count data with Gaussian copulas, including 1) data simulation and visualization; 2) correlation ... known as the NORTA); 3) calculate multivariate normal rectangle probabilities; 4) likelihood inference and parallel...
  • Bigsimr.jl

  • Referenced in 1 article [sw40527]
  • correlation and arbitrary marginal distributions via Gaussian copula. Bigsimr works with any univariate distribution implemented ... linear transformation in the Normal-to-Anything (NORTA) step. Spearman and Kendall: Use explicit transformations...
  • transCCA

  • Referenced in 1 article [sw38361]
  • transelliptical distributions with an elliptical copula using pairwise Kendall’s tau to estimate a latent ... exist. We establish consistency and asymptotic normality for canonical directions and correlations estimated using Kendall ... variables and works for all elliptical copulas. This is in contrast to permutation tests which...
  • ANSYS

  • Referenced in 713 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...
  • Cuba

  • Referenced in 79 articles [sw00173]
  • Cuba -- a library for multidimensional numerical integration. The...
  • GAUSS

  • Referenced in 120 articles [sw00322]
  • The GAUSS Mathematical and Statistical System is a...
  • gmp

  • Referenced in 289 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • KNITRO

  • Referenced in 200 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...
  • Maple

  • Referenced in 5403 articles [sw00545]
  • The result of over 30 years of cutting...
  • MapReduce

  • Referenced in 267 articles [sw00546]
  • MapReduce is a new parallel programming model initially...
  • Mathematica

  • Referenced in 6445 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13702 articles [sw00558]
  • MATLAB® is a high-level language and interactive...