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) .


Reference manual

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0.1.3 by Ethan Alt, a year ago

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Authors: Ethan Alt [aut, cre] , Yash Bhosale [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, stats

Linking to Rcpp, RcppArmadillo, RcppDist, mvtnorm

See at CRAN