Nothing
#******************************************************************************************************
nl.corrts <- function(formula, data, start=getInitial(formula,data),
control=nlr.control(tolerance=0.0010, minlanda=1 / 2 ^ 10, maxiter=25 * length(start)),
correlation=NULL,...)
{
tols1 <- nlsqr(formula, data=data, start=start,control=control,...)
if(is.Fault(tols1)) return(tols1)
ri <- residuals(tols1) # should be corrected to work with formula in spherical norm
n <- length(ri)
switch(class(correlation)[1],
"corAR1"={
tm <- ar(ri,order.max=1,aic=F)
cs2<-Initialize(correlation,data=as.matrix(ri))
vmat <- corMatrix(cs2)
#vinv <- solve(vmat)
#umat <- chol(vmat)
#ut <- t(umat)
#rmat <- solve(ut)
.temp1 <- 1.0/(1.0-tm$ar^2)
vinv <- diag(c(1,rep(1+tm$ar^2,n)))
vinv[col(vinv)==row(vinv)+1] <- -tm$ar
vinv[row(vinv)==col(vinv)+1] <- -tm$ar
rmat <- diag(c(sqrt(1-tm$ar^2),rep(1,n-1)))
rmat[row(rmat)==col(rmat)+1] <- -tm$ar
rmat <- rmat / sqrt(1-tm$ar^2)
autpar<-tm$ar
},
"corARMA"={
pcorr <- attr(correlation,"p")
qcorr <- attr(correlation,"q")
ncorr <- pcorr+qcorr
tm <- arima(ri,order=c(pcorr,0,qcorr),include.mean = FALSE)
correst <- corARMA(tm$coef,form=attr(correlation,"formula"),p=pcorr,q=qcorr,fixed=attr(correlation,"fixed"))
cs2<-Initialize(correst,data=as.matrix(ri))
vmat <- corMatrix(cs2)
v2 <- eiginv(vmat,symmetric=T,stp=F)
if(is.Fault(v2)) return(v2)
for(i in 1:n)
for(j in i:n)
v2[i,j] <- v2[j,i]
umat <- chol(v2)
ut <- t(umat)
rmat <- solve(ut)
autpar<-tm$coef
},
"corCAR1"={
},
"corCompSymm"={
},
"corExp"={
},
"corGaus"={
},
"corLin"={
},
"corRatio"={
},
"corSpher"={
},
"corSymm"={
}
)
tolerance <- control$tolerance*1e3
minlanda<-control$minlanda / 1e4
t2st <- nlsqr.gn(formula,data=data,
start=tols1$parameters[names(formula$par)],
vm=vmat, rm=rmat,
control=nlr.control(tolerance=tolerance,minlanda=minlanda),
...)
if(is.Fault(t2st)) return(t2st)
t2st@autpar<-as.list(autpar)
#t2st@autcorr <- tm
return(t2st)
}
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