weightedCL-package {weightedCL} | R Documentation |
The weighted composite likelihood estimating equations for high-dimensional normal copula regression models in Nikoloulopoulos (2022).
This package contains R functions to estimate high-dimensional MVN copula regression models with the WCL estimating equations in Nikoloulopoulos (2022). It provides ARMA(p, q)
correlation structures and binary, ordinal, Poisson, and negative binomial (both NB1 and NB2 parametrizations) regressions.
Aristidis K. Nikoloulopoulos.
Nikoloulopoulos, A.K. (2022) Efficient and feasible inference for high-dimensional normal copula regression models. Arxiv e-prints, <arXiv:2203.04619>. https://arxiv.org/abs/2203.04619.