mdgc: Missing Data Imputation Using Gaussian Copulas
Benjamin Christoffersen · 2021
Provides functions to impute missing values using Gaussian copulas for mixed data types as described by Christoffersen et al. (2021) . The method is related to Hoff (2007) and Zhao and Udell (2019) but differs by making a direct approximation of the log marginal likelihood using an extended version of the Fortran code created by Genz and Bretz (2002) in addition to also support multinomial variables.