corCAR1: Continuous AR(1) Correlation Structure

Description

This function is a constructor for the corCAR1 class, representing an autocorrelation structure of order 1, with a continuous time covariate. Objects created using this constructor must be later initialized using the appropriate Initialize method.

Usage

corCAR1(value, form, fixed)

Arguments

value

the correlation between two observations one unit of time apart. Must be between 0 and 1. Defaults to 0.2.

form

a one sided formula of the form ~ t, or

~ t |
     g

, specifying a time covariate t and, optionally, a grouping factor g. Covariates for this correlation structure need not be integer valued. Whe

fixed

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.

Value

an object of class corCAR1, representing an autocorrelation structure of order 1, with a continuous time covariate.

References

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

Jones, R.H. (1993) "Longitudinal Data with Serial Correlation: A State-space Approach", Chapman and Hall

Examples

Run this code

## covariate is Time and grouping factor is Mare
cs1 <- corCAR1(0.2, form = ~ Time | Mare)