gcmr (version 1.0.3)

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:

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

Author

Guido Masarotto and Cristiano Varin.

References

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.

See Also

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