corClasses {nlme} | R Documentation |
Standard classes of correlation structures (corStruct
)
available in the nlme
library.
Available standard classes:
corAR1 |
autoregressive process of order 1. |
corARMA |
autoregressive moving average process, with arbitrary orders for the autoregressive and moving average components. |
corCAR1 |
continuous autoregressive process (AR(1) process for a continuous time covariate). |
corCompSymm |
compound symmetry structure corresponding to a constant correlation. |
corExp |
exponential spatial correlation. |
corGaus |
Gaussian spatial correlation. |
corLin |
linear spatial correlation. |
corRatio |
Rational quadratics spatial correlation. |
corSpher |
spherical spatial correlation. |
corSymm |
general correlation matrix, with no additional structure. |
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
.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
corAR1
, corARMA
,
corCAR1
, corCompSymm
,
corExp
, corGaus
,
corLin
,
corRatio
, corSpher
,
corSymm
,
summary.corStruct