Class of correlation matrices available in the gcmr
package.
At the moment, the following are implemented:
ind.cormat |
working independence. |
arma.cormat |
ARMA(p,q). |
cluster.cormat |
longitudinal/clustered data. |
matern.cormat |
Matern spatial correlation. |
Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517--1549. http://projecteuclid.org/euclid.ejs/1346421603.
Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1--26. 10.18637/jss.v077.i08.
gcmr
,
ind.cormat
,
arma.cormat
,
cluster.cormat
,
matern.cormat
.