Sets ARMA(p,q) correlation in Gaussian copula regression models.
arma.cormat(p, q)
An object of class cormat.gcmr
representing a correlation matrix with ARMA(p,q) structure.
order of the autoregressive component.
order of the moving average component.
Guido Masarotto and Cristiano Varin.
Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517--1549.
Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1--26.
gcmr
.