| corClasses {nlme} | R Documentation |
Correlation Structure Classes
Description
Standard classes of correlation structures (corStruct)
available in the nlme package.
Value
Available standard classes:
corAR1 |
autoregressive process of order 1. |
corARMA |
autoregressive moving average process, with arbitrary orders for the autoregressive and moving average components. |
corCAR1 |
continuous autoregressive process (AR(1) process for a continuous time covariate). |
corCompSymm |
compound symmetry structure corresponding to a constant correlation. |
corExp |
exponential spatial correlation. |
corGaus |
Gaussian spatial correlation. |
corLin |
linear spatial correlation. |
corRatio |
Rational quadratics spatial correlation. |
corSpher |
spherical spatial correlation. |
corSymm |
general correlation matrix, with no additional structure. |
Note
Users may define their own corStruct classes by specifying a
constructor function and, at a minimum, methods for the
functions corMatrix and coef. For
examples of these functions, see the methods for classes corSymm
and corAR1.
Author(s)
José Pinheiro and Douglas Bates bates@stat.wisc.edu
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
See Also
corAR1, corARMA,
corCAR1, corCompSymm,
corExp, corGaus,
corLin,
corRatio, corSpher,
corSymm,
summary.corStruct