AR(1) Correlation Structure

Usage

corAR1(value, form)

Arguments

value the value of the lag 1 autocorrelation, which must be between -1 and 1. Defaults to 0 (no autocorrelation).
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 corAR1 class, representing an autocorrelation structure of order 1. Objects created using this constructor need to be later initialized using the appropriate initialize method.

Value

an object of class corAR1, representing an autocorrelation structure of order 1.

Author(s)

Jose Pinheiro and Douglas Bates

References

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

See Also

initialize.corStruct

Examples

library(lme)
## covariate is observation order and grouping factor is Mare
cs1 <- corAR1(0.2, form = ~ 1 | Mare)


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