Skip navigation
Skip navigation

A general algorithm for covariance modeling of discrete data

Popovic, Gordana C.; Hui, Francis; Warton, David I.


We propose an algorithm that generalizes to discrete data any given covariance modeling algorithm originally intended for Gaussian responses, via a Gaussian copula approach. Covariance modeling is a powerful tool for extracting meaning from multivariate data, and fast algorithms for Gaussian data, such as factor analysis and Gaussian graphical models, are widely available. Our algorithm makes these tools generally available to analysts of discrete data and can combine any likelihood-based...[Show more]

CollectionsANU Research Publications
Date published: 2018-05
Type: Journal article
Source: Journal of Multivariate Analysis
DOI: 10.1016/j.jmva.2017.12.002


File Description SizeFormat Image
1-s2.0-S0047259X17307522-main.pdf965.75 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator