Bayesian Copula Regression

Tools for Bayesian copula generalized linear models (GLMs). The sampling scheme is based on Pitt, Chan, and Kohn (2006) . Regression parameters (including coefficients and dispersion parameters) are estimated via the adaptive random walk Metropolis approach developed by Haario, Saksman, and Tamminen (1999) . The prior for the correlation matrix is based on Hoff (2007) .