bayescopulareg-package: bayescopulareg: Bayesian Copula Regression

In bayescopulareg: Bayesian Copula Regression

Description

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>.

Author(s)

Maintainer: Ethan Alt [e-mail]

Authors:

• Yash Bhosale [e-mail]

See Also

Useful links:

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

• Report bugs at https://github.com/ethan-alt/bayescopulareg/issues

bayescopulareg documentation built on Jan. 13, 2021, 8:04 a.m.