nlme (version 3.1-31)

corCAR1: Continuous AR(1) Correlation Structure

Description

This function is a constructor for the corCAR1 class, representing an autocorrelation structure of order 1, with a continuous time covariate. Objects created using this constructor must be later initialized using the appropriate Initialize method.

Usage

corCAR1(value, form, fixed)

Value

an object of class corCAR1, representing an autocorrelation structure of order 1, with a continuous time covariate.

References

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Jones, R.H. (1993) "Longitudinal Data with Serial Correlation: A State-space Approach", Chapman and Hall

See Also

Initialize.corStruct

Examples

## covariate is Time and grouping factor is Mare
cs1 <- corCAR1(0.2, form = ~ Time | Mare)