This function is a constructor for the cor_arma
class
allowing for autoregressive effects of the response only.
cor_arr(formula = ~1, r = 1)
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.
A non-negative integer specifying the autoregressive response (ARR) order. See 'Details' for differences of AR and ARR effects. Default is 0.
An object of class cor_arma
containing solely
autoregressive response terms.
AR refers to autoregressive effects of residuals, which is what is typcially understood as autoregressive effects. However, one may also model autoregressive effects of the response variable, which is called ARR in brms.
# NOT RUN {
cor_arr(~visit|patient, r = 2)
# }
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