arma.cormat: ARMA(p,q) Correlation
In gcmr: Gaussian Copula Marginal Regression
arma.cormat R Documentation
ARMA(p,q) Correlation
Description
Sets ARMA(p,q) correlation in Gaussian copula regression models.
Usage
arma.cormat(p, q)
Arguments
p
order of the autoregressive component.
q
order of the moving average component.
Value
An object of class cormat.gcmr representing a correlation matrix with ARMA(p,q) structure.
Author(s)
Guido Masarotto and Cristiano Varin.
References
Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517–1549.
Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1–26.
See Also
gcmr.
gcmr documentation built on July 18, 2022, 9:06 a.m.
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| arma.cormat | R Documentation |
ARMA(p,q) Correlation
Description
Sets ARMA(p,q) correlation in Gaussian copula regression models.
Usage
arma.cormat(p, q)
Arguments
p |
order of the autoregressive component. |
q |
order of the moving average component. |
Value
An object of class cormat.gcmr representing a correlation matrix with ARMA(p,q) structure.
Author(s)
Guido Masarotto and Cristiano Varin.
References
Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517–1549.
Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1–26.
See Also
gcmr.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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