coef.corStruct Coefficients of a corStruct Object

Description

This method function extracts the coefficients associated with the correlation structure represented by object.

Usage

## S3 method for class 'corStruct'
coef(object, unconstrained, ...)
## S3 replacement method for class 'corStruct'
coef(object, ...) <- value

Arguments

object

an object inheriting from class "corStruct", representing a correlation structure.

unconstrained

a logical value. If TRUE the coefficients are returned in unconstrained form (the same used in the optimization algorithm). If FALSE the coefficients are returned in "natural", possibly constrained, form. Defaults to TRUE.

value

a vector with the replacement values for the coefficients associated with object. It must be a vector with the same length of coef{object} and must be given in unconstrained form.

...

some methods for this generic require additional arguments. None are used in this method.

Value

a vector with the coefficients corresponding to object.

SIDE EFFECTS

On the left side of an assignment, sets the values of the coefficients of object to value. Object must be initialized (using Initialize) before new values can be assigned to its coefficients.

Author(s)

José Pinheiro and Douglas Bates

References

Pinheiro, J. C. and Bates, D. M. (2000), Mixed-Effects Models in S and S-PLUS, Springer, New York.

See Also

corAR1, corARMA, corCAR1, corCompSymm, corExp, corGaus, corLin, corRatio, corSpatial, corSpher, corSymm,Initialize

Examples

cst1 <- corARMA(p = 1, q = 1)
coef(cst1)

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Licensed under the GNU General Public License.