corSymm: General Correlation Structure

Description

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.

Usage

corSymm(value, form, fixed)

Arguments

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 c

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

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.

Value

an object of class corSymm representing a general correlation structure.

References

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

Examples

Run this code

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