QuasiCopula.jl
A Flexible Quasi-Copula Distribution for Statistical Modeling
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QuasiCopula.jl is a Julia package for the analysis of correlated data with specified margins. Currently the package supports multivariate simulation and analysis utilities for the Poisson, Negative Binomial, Bernoulli, Gaussian, Bivariate Poisson/Bernoulli Mixed distributions. QuasiCopula.jl supports covariance matrices structured under the variance component model (VCM) framework, autoregressive AR(1) covariance structure, and the compound symmetric (CS) covariance structure. QuasiCopula.jl supports Julia v1.6 or later. See the documentation for usage under the different models.
QuasiCopula.jl is a registered package, and it will require running the following code to install.
using Pkg
pkg"add QuasiCopula"
Citation
The manuscript for QuasiCopula.jl is available on arXiv.
A Flexible Quasi-Copula Distribution for Statistical Modeling. Ji SS, Chu BB, Sinsheimer JS, Zhou H, Lange K. arXiv preprint arXiv:2205.03505. 2022 May 6.
If you use other OpenMendel analysis packages in your research, please cite the following reference in the resulting publications:
Zhou H, Sinsheimer JS, Bates DM, Chu BB, German CA, Ji SS, Keys KL, Kim J, Ko S, Mosher GD, Papp JC, Sobel EM, Zhai J, Zhou JJ, Lange K. OPENMENDEL: a cooperative programming project for statistical genetics. Hum Genet. 2020 Jan;139(1):61-71. doi: 10.1007/s00439-019-02001-z. Epub 2019 Mar 26. PMID: 30915546; PMCID: PMC6763373.
Acknowledgments
This project has been supported by the National Institutes of Health under awards R01GM053275, R01HG006139, R25GM103774, and 1R25HG011845.