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

[Ben Bolker]

  I would also suggest that people trying to create their own
correlation structures might want to look at something like
corBrownian in the ape package (and the corresponding
corMatrix.corBrownian), which is a bit simpler -- the correlation
structures in nlme are embedded in a fairly complex class hierarchy,
and use C code for efficiency ...)


On Mon, May 2, 2016 at 7:54 AM, Thierry Onkelinx
<thierry.onkelinx at inbo.be> wrote:
> 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 at 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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