The Gaussian copula’s inability to model tail dependence can be a serious limitation in practice. This post introduces the t-copula, which shares many convenient properties with the Gaussian copula wh...

This post continues the series on copulas in Stan by introducing the Gaussian copula, discussing its properties, applications, and providing examples of how to implement it in Stan.

This is the first post in what’s going to be a series on using Copulas in Stan. Each post is going to be short to keep me from postponing writing them. In this post I lightly introduce the series and ...

10 track album