A matrix of size 'd' times 'd', where 'd' is the dimension of the
copula. The element in the i-th row and j-th column is the dependence
coefficient of the i-th and j-th variable.
References
Mazo G., Girard, S., Forbes, F. A flexible and tractable class of
one-factor copulas, http://hal.archives-ouvertes.fr/hal-00979147