
gcmr
 Referenced in 31 articles
[sw07433]
 class of Gaussian copula models for marginal regression analysis of nonnormal 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 covariateresponse relationships, and nonnormal bivariate distributions between the model equations. We provide...

heckmancopula
 Referenced in 2 articles
[sw37451]
 Stata commands heckmancopula, switchcopula: Copulabased maximumlikelihood estimation of sampleselection models. Sampleselection ... 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 pseudomaximum likelihood method ... using pseudoobservations 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 degreesoffreedom parameters...

lmomco
 Referenced in 5 articles
[sw14732]
 Function [L], Normal [L], 3p logNormal [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 NormaltoAnything (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 highlevel language and interactive...