cormat.gcmr: Correlation Matrices for Gaussian Copula Regression Models

Description

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.

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.