Routines for fitting copula models for binary and continuous responses with linear and nonlinear effects in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.
magic, VGAM, survey, trust, VineCopula, graphics, stats,
utils, grDevices, ggplot2, matrixStats, mnormt

Semiparametric Copula Bivariate Regression Models
Routines for fitting copula bivariate models for binary and continuous responses with linear and nonlinear effects in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.
magic, VGAM, survey, trust, VineCopula, graphics, stats,
utils, grDevices, ggplot2, matrixStats

Routines for fitting several classes of copula regression models, with several types of covariate effects, in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.
magic, VGAM, survey, trust, VineCopula, graphics, stats,
utils, grDevices, ggplot2, matrixStats, mnormt, gamlss.dist,
Rmpfr

Routines for fitting various copula regression models, with several types of covariate effects, in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.

Semiparametric Sample Selection Modelling with Continuous
Response
Routine for fitting continuous response sample selection
models with semiparametric predictors, including linear and
nonlinear effects.
R (>= 2.14.0), magic, mgcv, trust, mvtnorm

Giampiero Marra <giampiero.marra@ucl.ac.uk>, Rosalba Radice
<r.radice@bbk.ac.uk> and Malgorzata Wojtys <m.wojtys@ucl.ac.uk>
Routine for fitting continuous response copula sample
selection models with semiparametric predictors, including
linear and nonlinear effects.
R (>= 2.14.0), magic, mgcv, trust, mvtnorm, copula

Giampiero Marra, Rosalba Radice and Malgorzata Wojtys
Routine for fitting continuous response copula sample selection models with semiparametric predictors, including linear and nonlinear effects.

Giampiero Marra, Rosalba Radice, Malgorzata Wojtys and Karol Wyszynski
Semiparametric Sample Selection Modelling with Continuous or
Discrete Response
Routine for fitting continuous or discrete response copula sample selection models with semiparametric predictors, including linear and nonlinear effects.
R (>= 3.1.1), copula, mgcv, mvtnorm, gamlss.dist