Gaussian Copula Regression in R

This article describes the R package gcmr for fitting Gaussian copula marginal regression models. The Gaussian copula provides a mathematically convenient framework to handle various forms of dependence in regression models arising, for example, in time series, longitudinal studies or spatial data....

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Bibliographic Details
Published in:Journal of Statistical Software
Main Authors: Guido Masarotto, Cristiano Varin
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2017-04-01
Subjects:
beta regression
Gaussian copula
longitudinal data
marginal regression
multivariate probit
{R}
spatial regression
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3113

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https://www.jstatsoft.org/index.php/jss/article/view/3113

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