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bayescopulareg

Bayesian analysis of multivariate generalized linear models via copulas

This package contains two main functions.

  • bayescopulaglm samples from the posterior of a multivariate generalized linear model (currently supported families are poisson, gaussian, binomial, and gamma.
  • predict.bayescopulaglm which samples from the predictive posterior density of a bayescopulaglm object.

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Install

install.packages('bayescopulareg')

Monthly Downloads

61

Version

0.1.3

License

GPL (>= 2)

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Maintainer

Ethan Alt

Last Published

November 30th, 2020

Functions in bayescopulareg (0.1.3)

predict.bayescopulaglm

Predictive posterior sample from copula GLM
bayescopulaglm

Sample from Bayesian copula GLM
bayescopulareg-package

bayescopulareg: Bayesian Copula Regression