Package index • endogCopulaBayes

Bayesian copula sampler

Metropolis-within-Gibbs sampler for the Bayesian Gaussian copula endogeneity correction of Haschka (2025).

Identification and convergence checks for a fitted sampler.

validity(<copregbayes>) print(<copregbayes.validity>): Identification and convergence checks for a copregbayes fit

Extractors and S3 methods for objects returned by CopRegBAYES().

coef(<copregbayes>) vcov(<copregbayes>) nobs(<copregbayes>) formula(<copregbayes>) fitted(<copregbayes>) residuals(<copregbayes>): Extract components of a copregbayes fit
confint(<copregbayes>): Credible intervals for a copregbayes fit
plot(<copregbayes>): Diagnostic plots for a copregbayes fit
predict(<copregbayes>): Predict from a copregbayes fit
print(<copregbayes>): Print a copregbayes fit
summary(<copregbayes>) print(<summary.copregbayes>): Summarise a copregbayes fit

Generics re-exported from endogCopula.