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gcmr (version 0.6.0)

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

0.6.0

License

GPL (>= 2)

Maintainer

Cristiano Varin

Last Published

July 12th, 2013

Functions in gcmr (0.6.0)

estfun.gcmr

Bread and Salami for Sandwich Estimation in Gaussian Marginal Regression Models
gcmr

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

Scotland Lip Cancer Data
profile.gcmr

Profile Likelihood for Gaussian Copula Marginal Regression Models
gcmr-package

Gaussian Copula Marginal Regression
marginal.gcmr

Marginal Component in Marginal Regression Models
arma.cormat

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

Quantile Residuals from a Fitted Gaussian Copula Marginal Regression Model
ind.cormat

Gaussian Copula Marginal Regression with Working independence Correlation Matrix
polio

Polio Time Series
matern.cormat

Gaussian Copula Regression with Matern Spatial Correlation Matrix
gaussian.marg

Sets the Marginals in Gaussian Copula Marginal Regression Models
gcmr.options

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

Correlation Matrices for Gaussian Copula Regression Models
cluster.cormat

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

Variance-Covariance Matrix of Parameters for a Fitted Gaussian Copula Marginal Regression Model
se

Standard Errors of Parameters for a Fitted Gaussian Copula Marginal Regression Model