corCAR1 | R Documentation |
This function is a constructor for the corCAR1
class,
representing an autocorrelation structure of order 1, with a
continuous time covariate. Objects created using this constructor must
be later initialized using the appropriate Initialize
method.
corCAR1(value, form, fixed)
value |
the correlation between two observations one unit of time apart. Must be between 0 and 1. Defaults to 0.2. |
form |
a one sided formula of the form |
fixed |
an optional logical value indicating whether the
coefficients should be allowed to vary in the optimization, or kept
fixed at their initial value. Defaults to |
an object of class corCAR1
, representing an autocorrelation
structure of order 1, with a continuous time covariate.
JosÃ© Pinheiro and Douglas Bates bates@stat.wisc.edu
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
Jones, R.H. (1993) "Longitudinal Data with Serial Correlation: A State-space Approach", Chapman and Hall.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. pp. 236, 243.
corClasses
,
Initialize.corStruct
,
summary.corStruct
## covariate is Time and grouping factor is Mare
cs1 <- corCAR1(0.2, form = ~ Time | Mare)
# Pinheiro and Bates, pp. 240, 243
fm1Ovar.lme <- lme(follicles ~
sin(2*pi*Time) + cos(2*pi*Time),
data = Ovary, random = pdDiag(~sin(2*pi*Time)))
fm4Ovar.lme <- update(fm1Ovar.lme,
correlation = corCAR1(form = ~Time))
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