

corCAR1(nlme)                                R Documentation

_C_o_n_t_i_n_u_o_u_s _A_R_(_1_) _C_o_r_r_e_l_a_t_i_o_n _S_t_r_u_c_t_u_r_e

_D_e_s_c_r_i_p_t_i_o_n_:

     This function is a constructor for the `corCAR1' class,
     representing an autocorrelation structure of order 1,
     with a continuous time covariate. Objects created using
     this constructor must be later initialized using the
     appropriate `initialize' method.

_U_s_a_g_e_:

     corCAR1(value, form, fixed)

_A_r_g_u_m_e_n_t_s_:

   value: the correlation between two observations one unit
          of time apart. Must be between 0 and 1. Defaults
          to 0.2.

    form: a one sided formula of the form `~ t', or `~ t |
               g', specifying a time covariate `t' and,
          optionally, a grouping factor `g'. Covariates for
          this correlation structure need not be integer
          valued.  When a grouping factor is present in
          `form', the correlation structure is assumed to
          apply only to observations within the same group-
          ing level; observations with different grouping
          levels are assumed to be uncorrelated. Defaults to
          `~ 1', which corresponds to using the order of the
          observations in the data as a covariate, and no
          groups.

   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 `FALSE', in which case the
          coefficients are allowed to vary.

_V_a_l_u_e_:

     an object of class `corCAR1', representing an autocor-
     relation structure of order 1, with a continuous time
     covariate.

_A_u_t_h_o_r_(_s_)_:

     Jose Pinheiro and Douglas Bates

_R_e_f_e_r_e_n_c_e_s_:

     Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994)
     "Time Series Analysis: Forecasting and Control", 3rd
     Edition, Holden-Day.

     Jones, R.H. (1993) "Longitudinal Data with Serial Cor-
     relation: A State-space Approach", Chapman and Hall

_S_e_e _A_l_s_o_:

     `initialize.corStruct'

_E_x_a_m_p_l_e_s_:

     library(nlme)
     ## covariate is Time and grouping factor is Mare
     cs1 <- corCAR1(0.2, form = ~ Time | Mare)

