[R-sig-ME] Numerical methods for the estimation of correlation parameters in lme()?

[Ben Bolker]

H c wrote:
> Hello
> 
> the standard lme() from the nlme library is equipped to estimate the
> correlation coefficient, phi, of a model with say AR(1)  correlation
> structure  for e.g..The estimation is done using numerical methods.  It is
> relatively fast.  Does anyone know what numerical methods are used?
> 
> Thanks,
> 
> Harlan
> 

 Pinheiro and Bates 2000 (Springer) discusses the methods at length.

  cheers
   Ben Bolker