Hi This is a question about copulas in Stan. I am trying to estimate a copula model which introduces some correlation between a Gaussian and a Poisson regression. This is my data generating process: library(MASS) s_size <- 600 x1 <- rnorm(s_size, mean = 1, sd = 3) x2 <- sample(c(0, 1), s_size, rep…

You can’t directly use discrete outcomes in copulas since there isn’t a unique mapping from the uniform → discrete space, you need to use a data-augmentation approach. I’ve got an example here: Copulas

Copula regression example (gaussian & poisson)

Modeling

jroon April 13, 2026, 9:48am 22

@andrjohns your copula tutorial was really great but the link is now broken. Is this material available anywhere else now?

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Copula regression example (gaussian & poisson)

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