Huyn-Feldt Correlation Structure

Usage

corHF(value, form)

Arguments

value 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 object is initialized (corresponding to an identity correlation structure).
form a one sided formula of the form ~ t, or code{~ t | g}, specifying a time covariate t and, 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.

Description

This function is a constructor for the corHF class, representing a correlation structure satisfying the Huyn-Feldt conditions r(i,j)=g(i)+g(j)+(1-2*g(i))*d(i,j), where r(i,j) denotes the correlation between observations i and j, g(i) and g(j) are the corresponding parameter values, and d(i,j) is an indicator variable assuming value 1 when i=j and 0 otherwise. Objects created using this constructor need to be later initialized using the appropriate initialize method.

Value

an object of class corHF, representing an Huyn-Feldt correlation structure.

Author(s)

Jose Pinheiro and Douglas Bates

References

Milliken, G. A. and Johnson, D. E. (1992) "Analysis of Messy Data, Volume I: Designed Experiments", Van Nostrand Reinhold.

See Also

initialize.corHF

Examples

library(lme)
## covariate is observation order and grouping factor is Subject
cs1 <- corHF(form = ~ 1 | Subject)


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