A Flexible Quasi-Copula Distribution for Statistical Modeling
Authors: Sarah Ji, Kenneth Lange, Hua Zhou, Janet Sinsheimer, Benjamin Chu
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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"
If you use OpenMendel analysis packages in your research, please cite the following reference in the resulting publications:
OPENMENDEL: a cooperative programming project for statistical genetics. 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. Hum Genet. 139, 61–71 (2020). doi:10.1007/s00439-019-02001-z. PMID: 30915546