corNatural {nlme}R Documentation

General correlation in natural parameterization

Description

This function is a constructor for the corNatural class, representing a general correlation structure in the “natural” parameterization, which is described under pdNatural. Objects created using this constructor must later be initialized using the appropriate Initialize method.

Usage

corNatural(value, form, fixed)

Arguments

value

an optional vector with the parameter values. Default is numeric(0), which results in a vector of zeros of appropriate dimension being assigned to the parameters when object is initialized (corresponding to an identity correlation structure).

form

a one sided formula of the form ~ t, or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g. A covariate for this correlation structure must 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.

Value

an object of class corNatural representing a general correlation structure.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

See Also

Initialize.corNatural, pdNatural, summary.corNatural

Examples

## covariate is observation order and grouping factor is Subject
cs1 <- corNatural(form = ~ 1 | Subject)
[Package nlme version 3.1-166 Index]