brms (version 1.10.2)

cor_ma: MA(q) correlation structure

Description

This function is a constructor for the cor_arma class, allowing for moving average terms only.

Usage

cor_ma(formula = ~1, q = 1, cov = FALSE)

Arguments

formula

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 formula, 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.

q

A non-negative integer specifying the moving average (MA) order of the ARMA structure. Default is 0.

cov

A flag indicating whether ARMA effects should be estimated by means of residual covariance matrices (currently only possible for stationary ARMA effects of order 1). If FALSE (the default) a regression formulation is used that is considerably faster and allows for ARMA effects of order higher than 1 but cannot handle user defined standard errors.

Value

An object of class cor_arma containing solely moving average terms.

See Also

cor_arma

Examples

Run this code
# NOT RUN {
cor_ma(~visit|patient, q = 2)

# }

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