This is an example Windows 32bit program to estimate a Gaussian copula model with NBD margins. The margins are estimated first using MLE, and the copula second using Bayesian MCMC. The model was discussed in Danaher & Smith (2011; Marketing Science) as example 4 (section 4.2).
- Gaussian Discrete Copula using Bayesian MCMC
Available at: http://works.bepress.com/michael_smith/25/