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

Thierry Onkelinx thierry.onkelinx at inbo.be
Mon May 2 13:54:32 CEST 2016


Dear Asher,

IMHO a corARMA structure with only AR components should give something
similar to a Toeplitz correlation structure.

Notice that ?corClasses has: "Users may define their own corStruct classes
by specifying a constructor function and, at a minimum, methods for the
functions corMatrix and coef. For examples of these functions, see the
methods for classes corSymm and corAR1."

Best regards,

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey

2016-05-02 10:17 GMT+02:00 Asher Strauss <asher.strauss op gmail.com>:

>
>
>
> Dear List,
> I’ve been searching the archives for help defining a Toeplitz cor
> structure, but can't find any help. Has anybody here have any experience
> with this? Any advice and direction points would be very helpful.
> Best
> Asher
>
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>
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