varExp {nlme} | R Documentation |
Exponential Variance Function
Description
This function is a constructor for the varExp
class,
representing an exponential variance function structure. Letting
v
denote the variance covariate and \sigma^2(v)
denote the variance function evaluated at v
, the exponential
variance function is defined as \sigma^2(v) = \exp(2\theta
v)
, where \theta
is the variance
function coefficient. When a grouping factor is present, a different
\theta
is used for each factor level.
Usage
varExp(value, form, fixed)
Arguments
value |
an optional numeric vector, or list of numeric values,
with the variance function coefficients. Value must have
length one, unless a grouping factor is specified in form .
If value has length greater than one, it must have names
which identify its elements to the levels of the grouping factor
defined in form . If a grouping factor is present in
form and value has length one, its value will be
assigned to all grouping levels. Default is numeric(0) , which
results in a vector of zeros of appropriate length being assigned to
the coefficients when object is initialized (corresponding
to constant variance equal to one).
|
form |
an optional one-sided formula of the form ~ v , or
~ v | g , specifying a variance covariate v and,
optionally, a grouping factor g for the coefficients. The
variance covariate must evaluate to a numeric vector and may involve
expressions using "." , representing a fitted model object
from which fitted values (fitted(.) ) and residuals
(resid(.) ) can be extracted (this allows the variance
covariate to be updated during the optimization of an object
function). When a grouping factor is present in form ,
a different coefficient value is used for each of its
levels. Several grouping variables may be
simultaneously specified, separated by the * operator, like
in ~ v | g1 * g2 * g3 . In this case, the levels of each
grouping variable are pasted together and the resulting factor is
used to group the observations. Defaults to ~ fitted(.)
representing a variance covariate given by the fitted values of a
fitted model object and no grouping factor.
|
fixed |
an optional numeric vector, or list of numeric values,
specifying the values at which some or all of the coefficients in
the variance function should be fixed. If a grouping factor is
specified in form , fixed must have names identifying
which coefficients are to be fixed. Coefficients included in
fixed are not allowed to vary during the optimization of an
objective function. Defaults to NULL , corresponding to no
fixed coefficients.
|
Value
a varExp
object representing an exponential variance function
structure, also inheriting from class varFunc
.
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
varClasses
,
varWeights.varFunc
,
coef.varExp
Examples
vf1 <- varExp(0.2, form = ~age|Sex)
[Package
nlme version 3.1-166
Index]