saeRobust (version 0.1.0)

corSAR1-class: Correlation Structure

Description

Various correlation structures. They can be used inside the rfh function to supply an alterantive variance structure to be fitted. For examples see the documentation of rfh.

Usage

corSAR1(W, ...)
corAR1(nTime, ...)
corSAR1AR1(...)

Arguments

W

the row-standardised proximity matrix

...

arguments passed to new. In the case of corSAR1AR1 arguments W and nTime are expected.

nTime

(numeric) number of time periods

Slots

W

the row-standardised proximity matrix

nTime

(numeric) number of time periods

Details

corSAR1 can be used to model a simultanous autoregressive process of order one: spatial correlation.

corAR1 can be used to model a autoregressive process of order one: temporal correlation.

corSAR1AR1 can be used to model to model spatial and temporal correlation