R: Continuous AR(1) Correlation Structure

Continuous AR(1) Correlation Structure

Usage

corCAR1(value, form, fixed)

Arguments

`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 `~ t`, or code{~ t \| g}, specifying a time covariate `t` and, optionally, a grouping factor `g`. Covariates for this correlation structure need not be integer valued. When a grouping factor is present in `form`, the correlation structure is assumed to apply only to observations within the same grouping level; observations with different grouping levels are assumed to be uncorrelated. Defaults to `~ 1`, which corresponds to using the order of the observations in the data as a covariate, and no groups.
`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 `FALSE`, in which case the coefficients are allowed to vary.

Description

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 need to be later initialized using the appropriate initialize method.

Value

an object of class corCAR1, representing an autocorrelation structure of order 1, with a continuous time covariate.

Author(s)

Jose Pinheiro and Douglas Bates

References

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

Examples

library(lme)
## covariate is Time and grouping factor is Mare
cs1 <- corCAR1(0.2, form = ~ Time | Mare)

[Package Contents]