corClasses {nlme}R Documentation

Correlation Structure Classes

Description

Standard classes of correlation structures (corStruct) available in the nlme library.

Value

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.

Note

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.

Author(s)

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

References

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

See Also

corAR1, corARMA, corCAR1, corCompSymm, corExp, corGaus, corLin, corRatio, corSpher, corSymm, summary.corStruct


[Package nlme version 3.1-78 Index]