brms (version 1.1.0)

cor_arr: ARR(r) correlation structure

Description

This function is a constructor for the cor_arma class allowing for autoregressive effects of the response only.

Usage

cor_arr(formula = ~1, r = 1)

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.

r

A non-negative integer specifying the autoregressive response (ARR) order. See 'Details' for differences of AR and ARR effects. Default is 0.

Value

An object of class cor_arma containing solely autoregressive response terms.

Details

In most packages, AR effects refer to autocorrelation of residuals. brms also implements autocorrelation of the response, which can be specified using argument r in the cor_arma and cor_arr functions.

See Also

cor_arma

Examples

cor_arr(~visit|patient, r = 2)