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Helpful Stan Functions
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Helpful Stan Functions
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Modules | |
| Mixed Discrete-Continuous Gaussian Copula Functions | |
| Clayton Copula Functions | |
| Frank Copula Functions | |
| Gumbel Copula Functions | |
| Normal Copula Functions | |
| Student T Copula Functions | |
A copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval \([0, 1]\). Copulas are used to describe the dependence between random variables.
1.9.2