bayescopulareg0.1.3 package

Bayesian Copula Regression

bayescopulaglm

Sample from Bayesian copula GLM

bayescopulareg-package

bayescopulareg: Bayesian Copula Regression

predict.bayescopulaglm

Predictive posterior sample from copula GLM

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Tools for Bayesian copula generalized linear models (GLMs). The sampling scheme is based on Pitt, Chan, and Kohn (2006) <doi:10.1093/biomet/93.3.537>. Regression parameters (including coefficients and dispersion parameters) are estimated via the adaptive random walk Metropolis approach developed by Haario, Saksman, and Tamminen (1999) <doi:10.1007/s001800050022>. The prior for the correlation matrix is based on Hoff (2007) <doi:10.1214/07-AOAS107>.

  • Maintainer: Ethan Alt
  • License: GPL (>= 2)
  • Last published: 2020-11-30

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