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:

Reference manual: weightedCL.pdf

Downloads:

Package source: weightedCL_0.5.tar.gz
Windows binaries: r-devel: weightedCL_0.5.zip, r-release: weightedCL_0.5.zip, r-oldrel: weightedCL_0.5.zip
macOS binaries: r-release (arm64): weightedCL_0.5.tgz, r-oldrel (arm64): weightedCL_0.5.tgz, r-release (x86_64): weightedCL_0.5.tgz

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