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gcmr (version 0.6.0)

ind.cormat: Gaussian Copula Marginal Regression with Working independence Correlation Matrix

Description

Sets working independence correlation matrix in Gaussian copula marginal regression models.

Usage

ind.cormat()

Arguments

Value

  • An object of class cormat.gcmr representing an identity correlation matrix.

References

Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics, 6, 1517--1549. http://projecteuclid.org/euclid.ejs/1346421603.

See Also

gcmr