[R] User defined covariate structure.
Spencer Graves
spencer.graves at pdf.com
Sun Jul 30 16:07:29 CEST 2006
Have you tried using corARMA? Won't this give you the symmetric
Toeplitz form you desire, albeit in a different parameterization?
Hope this helps.
Spencer Graves
jswansmi at uoguelph.ca wrote:
> I am trying to use nlme but instead of using one of the “identity” variance or
> covariance matrixes such as compsymm or ar1. Instead I want the covariance
> matrix to be represented in the following manor. Is it possible to define my
> own covariance matrix?
> I have search and found papers saying I can define my own covariance matrixes
> and own correlation structures. Said use corstruct but not sure how to
> implement it. Also found documentation to use re.structur. If able to help me
> out it be greatly appreciated as I am stuck.
>
> |1 p1g p2g p3g p4g …|
> |p1g 1 p1g p2g p3g …|
> |p2g p1g 1 p1g p2g …|
> |p3g p2g p1g 1 p1g …|
> |: : : : : …|
>
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