covBM (version 0.1.0)

coef.covFracBM: coef.covFracBM

Description

This is a method function that extracts the scale coefficient and Hurst parameter associated with a fractional Brownian motion correlation structure object.

Usage

"coef"(object, unconstrained = TRUE, ...)

Arguments

object

An object of class covFracBM, inheriting from corStruct.

unconstrained

A logical value. If TRUE the coefficients are returned in unconstrained form (as used in the optimization algorithm). If FALSE the coefficients are returned in "natural" form.

...

Additional arguments (not used by this method).

Examples

cov2<-covFracBM(form=~time|group)
coef(cov2)