# variogram: Empirical variogram for longitudinal data In joineR: Joint Modelling of Repeated Measurements and Time-to-Event Data

 variogram R Documentation

## Empirical variogram for longitudinal data

### Description

Calculates the variogram for observed measurements, with two components, the total variability in the data, and the variogram for all time lags in all individuals.

### Usage

```variogram(indv, time, Y)
```

### Arguments

 `indv` vector of individual identification, as in the longitudinal data, repeated for each time point. `time` vector of observation time, as in the longitudinal data. `Y` vector of observed measurements. This can be a vector of longitudinal data, or residuals after fitting a model for the mean response.

### Details

The empirical variogram in this function is calculated from observed half-squared-differences between pairs of measurements, v_ijk = 0.5 * (r_ij-r_ik)^2 and the corresponding time differences u_ijk=t_ij-t_ik. The variogram is plotted for averages of each time lag for the v_ijk for all i.

### Value

An object of class `vargm` and `list` with two elements. The first `svar` is a matrix with columns for all values (u_ijk,v_ijk), and the second `sigma2` is the total variability in the data.

### Note

There is a function `plot.vargm` which should be used to plot the empirical variogram.

Ines Sousa

### Examples

```data(mental)
mental.unbalanced <- to.unbalanced(mental, id.col = 1,
times = c(0, 1, 2, 4, 6, 8),
Y.col = 2:7,
other.col = c(8, 10, 11))
names(mental.unbalanced)[3] <- "Y"

vgm <- variogram(indv = tail(mental.unbalanced[, 1], 30),
time = tail(mental.unbalanced[, 2], 30),
Y = tail(mental.unbalanced[, 3], 30))
```

joineR documentation built on Jan. 23, 2023, 5:39 p.m.