This is a constructor function for the "covFracBM" class, representing a fractional Brownian
motion component in terms of a continuous variable. The object created is a special type of
corStruct.
Usage
covFracBM(value = c(1, 0.5), form = ~1)
Arguments
value
Vector of length 2 providing starting values for optimisation of the scale
parameter of fractional Brownian motion process relative to residual error variance and
the Hurst parameter, respectively.
form
A one-sided formula of the form ~t|g, where t represents a continuous
variable (usually time) and g represents a grouping factor, i.e. with a separate
fractional Brownian motion process modelled at each level.
Value
An object of class "covFracBM" and inheriting from "corStruct".