| corSymm {nlme} | R Documentation |
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.
corSymm(value, form, fixed)
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 structure). |
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 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. |
an object of class corSymm representing a general correlation
structure.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
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.
Initialize.corSymm,
summary.corSymm
## 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))