Hello all , I am trying to work on Frank Copula. Here is my artifical data set that generates correlation between x and y in R using frank copula library(VineCopula) Set the copula parameter theta ← -10 Set the marginals (marginal distributions for x and y) marginals ← c(“norm”, “norm”) Creat…

I believe it needs to handle the case when \theta < 0. You can easily vectorize this ldpf too (see below). I don’t think you want to do the scaling either. Just input u directly. mod_out <- mod$sample( data = list(N = n, x = u[, 1], y = u[, 2]), parallel_chains = 4 )…

Frank Copula

Modeling

Topic		Replies	Views
Copula regression example (gaussian & poisson) Modeling rstan , fitting-issues , specification	20	1777	April 13, 2026
Student t copula Modeling	2	1051	May 30, 2023
Estimating correlations between fitted parameters Modeling cmdstan , specification	20	1060	June 17, 2024
Feature request: copulas for multivariate responses of mixed types brms	50	6775	June 17, 2024
Normal copula with Rstan Modeling	8	279	April 23, 2025

Frank Copula

Related topics