cormat.gcmr: Correlation Matrices for Gaussian Copula Regression Models

In gcmr: Gaussian Copula Marginal Regression

Correlation Matrices for Gaussian Copula Regression Models

Description

Class of correlation matrices available in the gcmr package.

Value

At the moment, the following are implemented:

ind.cormat	working independence.
arma.cormat	ARMA(p,q).
cluster.cormat	longitudinal/clustered data.
matern.cormat	Matern spatial correlation.

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, ind.cormat, arma.cormat, cluster.cormat, matern.cormat.

gcmr documentation built on July 18, 2022, 9:06 a.m.