[R-sig-ME] Toeplitz correlation object for nlme

Hae Kyung Im haky at uchicago.edu
Thu Apr 21 00:27:52 CEST 2011

Dear list,

I am trying to define a Toeplitz correlation structure for nlme. I downloaded the source files (corStruct.R, corStruct.c, and init.c) and was planning to use the AR1 structure definition as the basis to create the Toeplitz structure.

Please let me know if this has already been done. I've searched the list but haven't found it.

Ideally, I would like to have it implemented for lme4 but it didn't seem to be as straightforward. I would appreciate any other advice you may have.

Thanks in advance

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