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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>.

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

Documentation:

Reference manual: bayescopulareg.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bayescopulareg to link to this page.

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.