This function is a constructor for the
corSymm class, representing a general correlation structure. The internal representation of this structure, in terms of unconstrained parameters, uses the spherical parametrization defined in Pinheiro and Bates (1996). Objects created using this constructor must later be initialized using the appropriate
corSymm(value, form, fixed)
- an optional vector with the parameter values. Default is
numeric(0), which results in a vector of zeros of appropriate dimension being assigned to the parameters when
objectis initialized (corresponding to an identity correlation structure).
- a one sided formula of the form
~ t, or
~ t | g, specifying a time covariate
tand, optionally, a grouping factor
g. A covariate for this correlation structure must be integer valued. When a grouping factor is present in
form, the correlation structure is assumed to apply only to observations within the same grouping level; observations with different grouping levels are assumed to be uncorrelated. Defaults to
~ 1, which corresponds to using the order of the observations in the data as a covariate, and no groups.
- an optional logical value indicating whether the coefficients should be allowed to vary in the optimization, or kept fixed at their initial value. Defaults to
FALSE, in which case the coefficients are allowed to vary.
an object of class
corSymm representing a general correlation structure.
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
## covariate is observation order and grouping factor is Subject cs1 <- corSymm(form = ~ 1 | Subject) # Pinheiro and Bates, p. 225 cs1CompSymm <- corCompSymm(value = 0.3, form = ~ 1 | Subject) cs1CompSymm <- Initialize(cs1CompSymm, data = Orthodont) corMatrix(cs1CompSymm) # Pinheiro and Bates, p. 226 cs1Symm <- corSymm(value = c(0.2, 0.1, -0.1, 0, 0.2, 0), form = ~ 1 | Subject) cs1Symm <- Initialize(cs1Symm, data = Orthodont) corMatrix(cs1Symm) # example gls(..., corSpher ...) # Pinheiro and Bates, pp. 261, 263 fm1Wheat2 <- gls(yield ~ variety - 1, Wheat2) # p. 262 fm2Wheat2 <- update(fm1Wheat2, corr = corSpher(c(28, 0.2), form = ~ latitude + longitude, nugget = TRUE)) # example gls(..., corSymm ... ) # Pinheiro and Bates, p. 251 fm1Orth.gls <- gls(distance ~ Sex * I(age - 11), Orthodont, correlation = corSymm(form = ~ 1 | Subject), weights = varIdent(form = ~ 1 | age))
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