gcmr (version 0.7.0)

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

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