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bayescopulareg  

Bayesian Copula Regression
View on CRAN: Click here


Download and install bayescopulareg package within the R console
Install from CRAN:
install.packages("bayescopulareg")

Install from Github:
library("remotes")
install_github("cran/bayescopulareg")

Install by package version:
library("remotes")
install_version("bayescopulareg", "0.1.3")



Attach the package and use:
library("bayescopulareg")
Maintained by
Ethan Alt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-01
Latest Update: 2020-11-30
Description:
Tools for Bayesian copula generalized linear models (GLMs). The sampling scheme is based on Pitt, Chan, and Kohn (2006) . Regression parameters (including coefficients and dispersion parameters) are estimated via the adaptive random walk Metropolis approach developed by Haario, Saksman, and Tamminen (1999) . The prior for the correlation matrix is based on Hoff (2007) .
How to cite:
Ethan Alt (2020). bayescopulareg: Bayesian Copula Regression. R package version 0.1.3, https://cran.r-project.org/web/packages/bayescopulareg. Accessed 20 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:20), 0.1.0 (2020-05-01 20:30), 0.1.2 (2020-05-28 19:20), 0.1.3 (2020-11-30 18:10)
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Other R packages that bayescopulareg depends, imports, suggests or enhances
Complete documentation for bayescopulareg
Functions, R codes and Examples using the bayescopulareg R package
Some associated functions: bayescopulaglm . bayescopulareg-package . predict.bayescopulaglm . 
Some associated R codes: RcppExports.R . bayescopulaglm.R . bayescopulareg-package.R . predict_bayescopulaglm.R .  Full bayescopulareg package functions and examples
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