Nothing
###################################################
### code chunk: Chap11init
###################################################
options(width = 65, digits = 5, show.signif.stars = FALSE)
date()
packageVersion("nlme")
packageVersion("lattice")
sessionInfo()
library(nlme)
library(lattice)
###################################################
### code chunk number 7: R11.1
###################################################
tx <- c(0, 10^-2, 0.8) # Auxilary vector
cX <- # corExp object defined
corExp(value = c(1, 0.2), # range rho:(10.16), nugget rho0: (10.18)
form = ~tx,
nugget = TRUE) # Nugget defined
Dtx <- data.frame(tx)
(cXi <- # corExp object initialized
Initialize(cX, data = Dtx))
(getCovariate(cXi)) # tx diffs: 2-1, 3-1, 3-2
Vrg <- Variogram(cXi) # Semi-variogram created ...
plot(Vrg, smooth = FALSE, # ... and plotted. Fig. 10.1a
type = "l")
corFunDt <- # Data for correlation function
data.frame(dist = Vrg$dist,
corF = 1 - Vrg$variog)
plot(corFunDt, # Corr function plotted with ...
type = "l", ylim = c(0,1)) # ... traditional graphics ...
xyplot(corF ~ dist, # ... and xyplot(). Fig. 10.1b
data = corFunDt, type = "l")
###################################################
### code chunk: Syntax for Fig. 10.1a
###################################################
xlab <- "Distance (s)"
myPanel1 <- function(x,y,subscripts,...){
panel.xyplot(x, y, ...)
panel.grid(h = -1, v = -1)
panel.xyplot(x, y, ...)
lpoints(0, 0, type = "p", pch = 19, cex = 1.2)
lpoints(0, 0.2, type = "p", pch = 1, cex = 1.2)
}
xyplot(variog ~ dist,
data = Vrg,
type = "l",
ylim = c(-0.1,1.1),
panel = myPanel1,
ylab = "",
xlab = xlab)
###################################################
### code chunk: Syntax for Fig. 10.1b
###################################################
myPanel2 <- function(x,y,subscripts,...){
panel.xyplot(x, y, ...)
panel.grid(h = -1, v = -1)
panel.xyplot(x, y, ...) # over-write grid
lpoints(0, 1, type = "p", pch = 19, cex = 1.2)
lpoints(0, 0.8, type ="p", pch = 1, cex = 1.2)
}
xyplot(corF ~ dist,
data = corFunDt,
type = "l",
ylim = c(-0.1, 1.1),
panel = myPanel2,
ylab = "",
xlab= xlab
)
###################################################
### code chunk number 2: R11.2
###################################################
subj <- rep(1:2, each = 4) # Two subjects
occ <- rep(1:4, 2) # Four observations each
loc1 <- rep(c(0, 0.2, 0.4, 0.8), 2) # First coordinate
loc2 <- # Second coordinate
c(0, 0.2, 0.4, 0.8, 0, 0.1, 0.2, 0.4)
df0 <- # Hypothetical data frame
data.frame(subj, occ, loc1, loc2)
(df <- # Occ = 3 for subj.2 deleted
subset(df0, subj != 2 | occ != 3))
###################################################
### code chunk number 3: R11.3
###################################################
cs <- # Object defined...
corCompSymm(value = 0.3, form = ~1|subj)
cs <- Initialize(cs, df) # ... initialized
coef(cs, unconstrained = FALSE) # Constrained coefficient
coef(cs) # Unconstrained = log((1/3+.3)/(1-.3))
getCovariate(cs) # Positions in series
corMatrix(cs) # Corr. matrix displayed
###################################################
### code chunk: R11.4
###################################################
cs1 <- corAR1(0.3, form = ~tx) # Uninitialized corAR1 struct
coef(cs1, unconstrained = FALSE) # Constrained coefficient
coef(cs1) # Unconstrained = log((1+.3)/(1-.3))
tx <- 1:4 # A covariate with values 1, 2, 3, 4
corMatrix(cs1, covariate = tx) # Corr(Ri) of uninitialized object
df2 <- data.frame(tx) # An auxiliary data frame
cs1i <- # Initialized corAR1 object
Initialize(cs1, data = df2)
corMatrix(cs1i) # corAR1 matrix displayed
(chL <- # Cholesky factor L= (U') ^(-1)
corMatrix(cs1i, corr = FALSE))
solve(t(chL) %*% chL) # Back to Corr(Ri) = U'U =(L'L)^(-1)
###################################################
### code chunk: R11.5a
###################################################
car <- # Not-recommended syntax ...
corAR1(value = 0.3, form = ~1|subj)
carI <- Initialize(car, df) # corAR1 class object initialized
getCovariate(carI) # Position=order of observations for a subject
corMatrix(carI)[[1]] # Correct matrix for the 1st subject
corMatrix(carI)[[2]] # Incorrect matrix for the 2nd subject
###################################################
### code chunk: R11.5b
###################################################
car1 <- corAR1(value = 0.3, form = ~occ|subj) # Recommended syntax
car1 <- Initialize(car1, df) # corAR1 classs object initialized
getCovariate(car1) # Correct positions based on the occ variable
corMatrix(car1)[[2]] # Correct matrix for the 2nd subject
###################################################
### code chunk: R11.6a
###################################################
ceE <- corExp(value = 1, form = ~loc1 + loc2 | subj)# Euclidean metric
ceE <- Initialize(ceE, df)
corMatrix(ceE) # List with corr matrices for both subjects
###################################################
### code chunk: R11.6b
###################################################
ceM <- # Manhattan metric
corExp(1, ~ loc1 + loc2 | subj, metric = "man")
ceM <- Initialize(ceM, df)
corMatrix(ceM)[[1]] # Corr matrix for the 1st subject
###################################################
### code chunk: R11.6c
###################################################
ceEn <- # nugget = 0.2
corExp(c(1, 0.2), ~ loc1 + loc2 | subj, nugget = TRUE)
ceEn <- Initialize(ceEn, df)
coef(ceEn, unconstrained=FALSE) # Constrained rho, rho0
corMatrix(ceEn)[[1]] # Corr matrix for the 1st subject
### SessionInfo
sessionInfo() # with packages attached
detach(package:nlme)
detach(package:lattice)
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