Bayesian Copula Regression
Tools for Bayesian copula generalized linear models (GLMs).
The sampling scheme is based on Pitt, Chan, and Kohn (2006) <10.1093>.
Regression parameters (including coefficients and dispersion parameters) are
estimated via the adaptive random walk Metropolis approach developed by
Haario, Saksman, and Tamminen (1999) <10.1007>.
The prior for the correlation matrix is based on Hoff (2007) <10.1214>.10.1214>10.1007>10.1093>