Efficient and Feasible Inference for High-Dimensional Normal Copula Regression Models [R package weightedCL version 0.7]

Aristidis K. Nikoloulopoulos

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 (2023) <doi:10.1016/j.csda.2022.107654>. It provides autoregressive moving average correlation structures and binary, ordinal, Poisson, and negative binomial regressions.

Version:	0.7
Depends:	R (≥ 3.5.0), matlab, rootSolve, sure, MASS
Published:	2025-05-27
Author:	Aristidis K. Nikoloulopoulos [aut, cre]
Maintainer:	Aristidis K. Nikoloulopoulos <a.nikoloulopoulos at uea.ac.uk>
License:	GPL-2 \| GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	weightedCL results

Documentation:

Reference manual:

weightedCL.html , weightedCL.pdf

Downloads:

Package source:	weightedCL_0.7.tar.gz
Windows binaries:	r-devel: weightedCL_0.7.zip, r-release: weightedCL_0.7.zip, r-oldrel: weightedCL_0.7.zip
macOS binaries:	r-release (arm64): weightedCL_0.7.tgz, r-oldrel (arm64): weightedCL_0.7.tgz, r-release (x86_64): weightedCL_0.7.tgz, r-oldrel (x86_64): weightedCL_0.7.tgz
Old sources:	weightedCL archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=weightedCL to link to this page.