Working Project (R Package) about interpolation (prediction) of geo-spatial count data using Gaussian copula. R/C++ language.
Functions including:
Copula Theory: Frechet-Hoeffding upper bound calculation for discrete marginals (Nelsen's Formula) and for user-defined arbitrary marginals (Monte Carlo and Series Expansion using Hermite Polynomials).
Evaluation of multivariate integral via GHK simulator WITH the algorithm for selecting its orders.
Evaluate the Gaussian copula Density.
Prediction using surrogate likelihood method.
Prediction using simulated likelihood method.
Parallelization in prediction is implemented.