cormat.gcmr

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Correlation Matrices for Gaussian Copula Regression Models

Class of correlation matrices available in the gcmr package.

Keywords
regression, nonlinear
Value

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.

References

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.

See Also

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

Aliases
  • cormat.gcmr
Documentation reproduced from package gcmr, version 1.0.2, License: GPL (>= 2)

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