A method for estimating the correlation matrix of the Gaussian copula from the observed data. This package also contains a penalized estimation of the corresponding precision matrix, and enables to generate random vectors that are distributed according to a Gaussian copula.
Version: 1.0.0 Depends: R (≥ 2.10) Imports: mvtnorm, stats, igraph, matrixcalc, graphics, foreach, stringr, doSNOW, utils, huge Suggests: knitr, rmarkdown, kableExtra, dplyr Published: 2025-06-06 DOI: 10.32614/CRAN.package.heterocop Author: Julie Cartier [aut], Florence Jaffrezic [aut], Gildas Mazo [aut], Ekaterina Tomilina [aut, cre] Maintainer: Ekaterina Tomilina <ekaterina.tomilina at inrae.fr> License: GPL (≥ 3) NeedsCompilation: no Materials: README CRAN checks: heterocop results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=heterocop to link to this page.
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