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) .


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Reference manual

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install.packages("bayescopulareg")

0.1.2 by Ethan Alt, 5 months ago


https://github.com/ethan-alt/bayescopulareg


Report a bug at https://github.com/ethan-alt/bayescopulareg/issues


Browse source code at https://github.com/cran/bayescopulareg


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, stats

Linking to Rcpp, RcppArmadillo, RcppDist


See at CRAN