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gcmr (version 0.2)

Gaussian Copula Marginal Regression

Description

likelihood inference in Gaussian copula marginal regression models

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Version

Install

install.packages('gcmr')

Monthly Downloads

637

Version

0.2

License

GPL (>= 2)

Maintainer

Guido Masarotto and Cristiano Varin sammyuniveit

Last Published

January 13th, 2012

Functions in gcmr (0.2)

polio

Polio Time Series
marginal.gcmr

Marginal Component in Marginal Regression Models
hausman

Hausman-type specification test
matern.cormat

Gaussian Copula Regression with Matern Spatial Correlation Matrix
profile.gcmr

Profile likelihood for Gaussian Copula Marginal Regression Models
scotland

Scotland Lip Cancer Data
ind.cormat

Gaussian Copula Regression with Working independence Correlation Matrix
se

Standard Errors of Parameters Estimators in Gaussian Copula Marginal Regression Models
estfun.gcmr

Bread and Salami for Sandwich Estimation in Gaussian Marginal Regression Models
arma.cormat

Gaussian Copula Regression with ARMA(p,q) Correlation Matrix
vcov.gcmr

Variance-Covariance Matrix for Parameters in Gaussian Copula Marginal Regression Models
gs.marg

Sets the Marginals in Gaussian Copula Marginal Regression Models
gcmr-package

Gaussian Copula Marginal Regression
cluster.cormat

Gaussian Copula Regression with Longitudinal/Clustered Data Correlation Matrix
cormat.gcmr

Correlation Matrices for Gaussian Copula Regression Models
gcmr.options

Setting Options for Fitting Gaussian Copula Marginal Regression Models
residuals.gcmr

Quantile Residuals from Fitted Marginal Regression Models
gcmr

Fitting Gaussian Copula Marginal Regression Models by Maximum (Simulated) Likelihood.