gcmr (version 0.7.0)

ind.cormat: Working Independence Correlation

Description

Sets working independence correlation in Gaussian copula marginal regression models.

Usage

ind.cormat()

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.