Package: bayescopulareg 0.1.3
Ethan Alt
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>.
Authors:
bayescopulareg_0.1.3.tar.gz
bayescopulareg_0.1.3.tar.gz(r-4.5-noble)bayescopulareg_0.1.3.tar.gz(r-4.4-noble)
bayescopulareg_0.1.3.tgz(r-4.4-emscripten)bayescopulareg_0.1.3.tgz(r-4.3-emscripten)
bayescopulareg.pdf |bayescopulareg.html✨
bayescopulareg/json (API)
NEWS
| # Install 'bayescopulareg' in R: |
| install.packages('bayescopulareg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ethan-alt/bayescopulareg/issues
Last updated 4 years agofrom:b5c832af98. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 28 2024 |
| R-4.5-linux-x86_64 | NOTE | Dec 28 2024 |
Exports:bayescopulaglm
Dependencies:mvtnormRcppRcppArmadilloRcppDist
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Sample from Bayesian copula GLM | bayescopulaglm |
| Predictive posterior sample from copula GLM | predict.bayescopulaglm |