gcmr swMATH ID: 7433 Software Authors: Masarotto, Guido; Varin, Cristiano Description: R package gcmr: Gaussian copula marginal regression. This paper identifies and develops the class of Gaussian copula models for marginal regression analysis of non-normal dependent observations. The class provides a natural extension of traditional linear regression models with normal correlated errors. Any kind of continuous, discrete and categorical responses is allowed. Dependence is conveniently modelled in terms of multivariate normal errors. Inference is performed through a likelihood approach. While the likelihood function is available in closed-form for continuous responses, in the non-continuous setting numerical approximations are used. Residual analysis and a specification test are suggested for validating the adequacy of the assumed multivariate model. Methodology is implemented in a R package called gcmr. Illustrations include simulations and real data applications regarding time series, cross-design data, longitudinal studies, survival analysis and spatial regression. Homepage: http://cran.r-project.org/web/packages/gcmr/ Source Code: https://github.com/cran/gcmr Dependencies: R Keywords: discrete time series; Gaussian copula; generalized estimating equations; likelihood inference; longitudinal data; marginal regression; multivariate probit; spatial data; survival data Related Software: R; CopulaModel; copula; VGAM; weightedScores; copBasic; tscount; betareg; QSIMVN; VineCopula; copula; gamlss.util; acp; glarma; geepack; SAS; mcglm; astsa; Forecast; forecast Cited in: 34 Publications Standard Articles 2 Publications describing the Software, including 1 Publication in zbMATH Year Gaussian copula marginal regression. Zbl 1336.62152Masarotto, Guido; Varin, Cristiano 2012 all top 5 Cited by 75 Authors 3 Alqawba, Mohammed Sulaiman 3 Diawara, Norou 3 Song, Peter Xue-Kun 2 Bonat, Wagner Hugo 2 de Leon, Alexander R. 2 Kim, Jongmin 2 Varin, Cristiano 2 Wu, Beilei 1 Agresti, Alan 1 Arad, Fereshteh 1 Azevedo, Caio Lucidius Naberezny 1 Baghfalaki, Taban 1 Bai, Yun 1 Berg, Emily J. 1 Caragea, Petruţa C. 1 Cen, Song 1 Chaganty, Narasinga Rao 1 Côté, Marie-Pier 1 Czado, Claudia 1 De Oliveira, Victor 1 Dey, Rajib 1 Ding, Wei 1 dos Santos, José Roberto S. 1 Duisters, Kevin L. W. 1 Fa, J. E. 1 Farfán, M. A. 1 Feng, Xiaoping 1 Ganjali, Mojtaba 1 Genest, Christian 1 Ghosh, Pulak 1 Gijbels, Irène 1 Grande-Vega, M. 1 Guo, Feng 1 Guolo, Annamaria 1 Han, Zifei 1 He, Yong 1 Hong, Hyokyoung Grace 1 Hui, Francis K. C. 1 Islam, Mohammed Ataharul 1 Jiryaie, F. 1 Kang, Jian 1 Lennon, Hannah 1 Li, Chenfeng 1 Li, Mingyao 1 Lu, Junyi 1 Ma, Wei 1 Mahmoudi, Mohammad Reza 1 Masarotto, Guido 1 Mesiar, Radko 1 Meulman, Jacqueline J. 1 Meyer, Sebastian 1 Mosavi, Amir 1 Nobre, Juvêncio Santos 1 Olivero, J. 1 Omelka, Marek 1 Owen, David Roger Jones 1 Papadopoulos, Alecos 1 Petterle, Ricardo Rasmussen 1 Popovic, Gordana C. 1 Ribeiro, Vinícius S. O. 1 Scarpin, Cassius Tadeu 1 Sheikhi, Ayyub 1 Shi, Peng 1 Stöber, Jakob 1 van der Kooij, Anita J. 1 Van Keilegom, Ingrid 1 Wang, Lei 1 Warton, David I. 1 Withanage, N. 1 Yuan, Jingsong 1 Zhang, Liwen 1 Zhang, Peng 1 Zhang, Xinsheng 1 Zhao, Yue 1 Zhao, Zifeng all top 5 Cited in 23 Serials 4 Computational Statistics and Data Analysis 4 Journal of Agricultural, Biological, and Environmental Statistics 3 Communications in Statistics. Simulation and Computation 2 Journal of Applied Statistics 2 Brazilian Journal of Probability and Statistics 1 Biometrics 1 International Journal for Numerical Methods in Engineering 1 Journal of Multivariate Analysis 1 Metron 1 Insurance Mathematics & Economics 1 Sequential Analysis 1 Statistical Science 1 Journal of Statistical Computation and Simulation 1 Statistical Papers 1 Fractals 1 Bernoulli 1 INFORMS Journal on Computing 1 Journal of Nonparametric Statistics 1 Australian & New Zealand Journal of Statistics 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Journal of Econometric Methods all top 5 Cited in 6 Fields 33 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year