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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>.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Rcpp (≥ 1.0.3), stats |
| LinkingTo: | Rcpp, RcppArmadillo, RcppDist, mvtnorm |
| Published: | 2020-11-30 |
| DOI: | 10.32614/CRAN.package.bayescopulareg |
| Author: | Ethan Alt [aut, cre], Yash Bhosale [aut] |
| Maintainer: | Ethan Alt <ethanalt at live.unc.edu> |
| BugReports: | https://github.com/ethan-alt/bayescopulareg/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ethan-alt/bayescopulareg |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Bayesian |
| CRAN checks: | bayescopulareg results |
| Reference manual: | bayescopulareg.pdf |
| Package source: | bayescopulareg_0.1.3.tar.gz |
| Windows binaries: | r-devel: bayescopulareg_0.1.3.zip, r-release: bayescopulareg_0.1.3.zip, r-oldrel: bayescopulareg_0.1.3.zip |
| macOS binaries: | r-release (arm64): bayescopulareg_0.1.3.tgz, r-oldrel (arm64): bayescopulareg_0.1.3.tgz, r-release (x86_64): bayescopulareg_0.1.3.tgz, r-oldrel (x86_64): bayescopulareg_0.1.3.tgz |
| Old sources: | bayescopulareg archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.