I am trying to build the following model: For 1\leq i \leq k p_i \sim Beta(\alpha_i, \beta_i) Where the \{ p_i\} are correlated through a gaussian copula with a given covariance \Sigma B_i \sim Bernoulli(p_i) Q=\prod_i p_i I have observations of \{B_i\} with some missing data. How do i sampl…

How to build a simple model with copula

twiecki April 5, 2023, 10:03pm 5

@begelfor If you’re motivated, maybe you can help move the PR over the finish line?

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