Sets longitudinal/clustered data correlation in Gaussian copula regression models.
cluster.cormat(id, type = c("independence", "ar1", "ma1",
"exchangeable", "unstructured"))
subject id. This is a vector of the same lenght of the number of observations. Please note that data must be sorted in way that observations from the same cluster are contiguous.
a character string specifying the correlation structure. At the moment, the following are implemented:
independence |
working independence. |
ar1 |
autoregressive of order 1. |
ma1 |
moving average of order 1. |
exchangeable |
exchangeable. |
An object of class cormat.gcmr
representing a correlation matrix for longitudinal or clustered data.
The correlation matrices are inherited from the nlme
package (Pinheiro and Bates, 2000).
Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517--1549. http://projecteuclid.org/euclid.ejs/1346421603.
Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1--26. 10.18637/jss.v077.i08.
Pinheiro, J.C. and Bates, D.M. (2000). Mixed-Effects Models in S and S-PLUS. Springer.