corClasses {nlme}R Documentation

Correlation Structure Classes

Description

Standard classes of correlation structures (corStruct) available in the nlme library.

Value

Available standard classes:

corAR1

autoregressive process of order 1.

corARMA

autoregressive moving average process, with arbitrary orders for the autoregressive and moving average components.

corCAR1

continuous autoregressive process (AR(1) process for a continuous time covariate).

corCompSymm

compound symmetry structure corresponding to a constant correlation.

corExp

exponential spatial correlation.

corGaus

Gaussian spatial correlation.

corLin

linear spatial correlation.

corRatio

Rational quadratics spatial correlation.

corSpher

spherical spatial correlation.

corSymm

general correlation matrix, with no additional structure.

Note

Users may define their own corStruct classes by specifying a constructor function and, at a minimum, methods for the functions corMatrix and coef. For examples of these functions, see the methods for classes corSymm and corAR1.

Author(s)

Jose Pinheiro and Douglas Bates bates@stat.wisc.edu

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

corAR1, corARMA, corCAR1, corCompSymm, corExp, corGaus, corLin, corRatio, corSpher, corSymm, summary.corStruct


[Package nlme version 3.1-104 Index]