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brms (version 0.5.0)

cor_arma: ARMA(p,q) correlation structure

Description

This functions is a constructor for the cor_arma class, representing an autoregression-moving average correlation structure of order (p, q).

Usage

cor_arma(formula = ~1, p = 0, q = 0)

Arguments

formula
A one sided formula of the form ~ t, or ~ 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 formula, the correla
p
A non-negative integer specifying the autoregressive order of the ARMA structure. Default is 0.
q
A non-negative integer specifying the moving average order of the ARMA structure. Default is 0.

Value

  • An object of class cor_arma, representing an autoregression-moving average correlation structure.

Examples

Run this code
cor_arma(~visit|patient, p = 2, q = 2)

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