gcmr (version 1.0.3)

ind.cormat: Working Independence Correlation

Description

Sets working independence correlation in Gaussian copula marginal regression models.

Usage

ind.cormat()

Value

An object of class cormat.gcmr representing an identity correlation matrix.

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.