heterocop

1.0.1

Semi-Parametric Estimation with Gaussian Copula

0packages depend

1.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Ekaterina TomilinaFirst published 2026-04-094 releasesCRAN page ↗

A method for estimating the correlation matrix of the Gaussian copula from the observed data. This package also contains a penalized estimation of the corresponding precision matrix, and enables to generate random vectors that are distributed according to a Gaussian copula.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("heterocop", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-heterocop

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-heterocop

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.0 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-05-11
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-10
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-09
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 1,456 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

1.9K

CRAN downloads in the past year

Rank #7,200 · ~5/day · ~162/mo

Releases R versions

Daily download trend is not available in this view yet.

31830 days

1.4K90 days

1.9K1 year

Compare downloads with other packages →

Also on103 r2u18 autocran

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (10)

mvtnormstatsigraph matrixcalcgraphicsforeach stringr doSNOWutilshuge

LinkingTo (0)

none

Suggests (4)

knitr rmarkdown kableExtra dplyr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Ekaterina Tomilina

Author, Maintainer

Authors (4)

Author, Maintainer

Author

Author

Author

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.1Latest
2026-04-09 · current release · diff ↗
unarchivedReturned to CRAN
2026-04-08
archivedRemoved from CRAN
2026-01-18
email to the maintainer is undeliverable
1.0.0
2025-06-06 · diff ↗
0.1.1
2025-05-05 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.1.0.0
2024-11-06
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2026-04-09
Total releases: 4 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 2.10
Bundled data: 15 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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