corSymm
General Correlation Structure
Description
This function is a constructor for the corSymm
class, representing a general correlation structure. The internal representation of this structure, in terms of unconstrained parameters, uses the spherical parametrization defined in Pinheiro and Bates (1996). Objects created using this constructor must later be initialized using the appropriate Initialize
method.
Usage
corSymm(value, form, fixed)
Arguments
value | an optional vector with the parameter values. Default is |
form | a one sided formula of the form |
fixed | an optional logical value indicating whether the coefficients should be allowed to vary in the optimization, or kept fixed at their initial value. Defaults to |
Value
an object of class corSymm
representing a general correlation structure.
Author(s)
José Pinheiro and Douglas Bates [email protected]
References
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
See Also
Initialize.corSymm
, summary.corSymm
Examples
## covariate is observation order and grouping factor is Subject cs1 <- corSymm(form = ~ 1 | Subject) # Pinheiro and Bates, p. 225 cs1CompSymm <- corCompSymm(value = 0.3, form = ~ 1 | Subject) cs1CompSymm <- Initialize(cs1CompSymm, data = Orthodont) corMatrix(cs1CompSymm) # Pinheiro and Bates, p. 226 cs1Symm <- corSymm(value = c(0.2, 0.1, -0.1, 0, 0.2, 0), form = ~ 1 | Subject) cs1Symm <- Initialize(cs1Symm, data = Orthodont) corMatrix(cs1Symm) # example gls(..., corSpher ...) # Pinheiro and Bates, pp. 261, 263 fm1Wheat2 <- gls(yield ~ variety - 1, Wheat2) # p. 262 fm2Wheat2 <- update(fm1Wheat2, corr = corSpher(c(28, 0.2), form = ~ latitude + longitude, nugget = TRUE)) # example gls(..., corSymm ... ) # Pinheiro and Bates, p. 251 fm1Orth.gls <- gls(distance ~ Sex * I(age - 11), Orthodont, correlation = corSymm(form = ~ 1 | Subject), weights = varIdent(form = ~ 1 | age))
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