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bayescopulareg: Bayesian Copula Regression
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>.
Getting started
Browse package contents
Package details |
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| Author | Ethan Alt [aut, cre], Yash Bhosale [aut] |
| Maintainer | Ethan Alt <ethanalt@live.unc.edu> |
| License | GPL (>= 2) |
| Version | 0.1.3 |
| URL | https://github.com/ethan-alt/bayescopulareg |
| Package repository | View on CRAN |
| Installation |
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