

corSymm(nlme)                                R Documentation

_G_e_n_e_r_a_l _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 `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.

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

     corSymm(value, form, fixed)

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

   value: an optional vector with the parameter values.
          Default is `numeric(0)', which results in a vector
          of zeros of appropriate dimension being assigned
          to the parameters when `object' is initialized
          (corresponding to an identity correlation struc-
          ture).

    form: a one sided formula of the form `~ t', or `~ t |
               g', specifying a time covariate `t' and,
          optionally, a grouping factor `g'. A covariate for
          this correlation structure must be integer valued.
          When a grouping factor is present in `form', the
          correlation structure is assumed to apply only to
          observations within the same grouping level;
          observations with different grouping levels are
          assumed to be uncorrelated. Defaults to `~ 1',
          which corresponds to using the order of the obser-
          vations 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 `corSymm' representing a general
     correlation structure.

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

     Jose Pinheiro and Douglas Bates

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

     Pinheiro, J.C. and Bates., D.M.  (1996) "Unconstrained
     Parametrizations for Variance-Covariance Matrices",
     Statistics and Computing, 6, 289-296.

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

     `initialize.corSymm'

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

     library(nlme)
     ## covariate is observation order and grouping factor is Subject
     cs1 <- corSymm(form = ~ 1 | Subject)

