The Ornstein--Uhlenbeck (OU) process can be seen as a generalization
of the Brownian motion process. In the latter, characters are assumed
to evolve randomly under a random walk, that is change is equally
likely in any direction. In the OU model, change is more likely
towards the direction of an optimum (denoted $theta$) with
a strength controlled by a parameter denoted $alpha$. The present function fits a model where the optimum parameter
$theta$, is allowed to vary throughout the tree. This is
specified with the argument node
: $theta$ changes
after each node whose number is given there. Note that the optimum
changes only for the lineages which are descendants of this
node.
Hansen (1997) recommends to not estimate $alpha$ together
with the other parameters. The present function allows this by giving
a numeric value to the argument alpha
. By default, this
parameter is estimated, but this seems to yield very large
standard-errors, thus validating Hansen's recommendation. In practice,
a ``poor man estimation'' of $alpha$ can be done by
repeating the function call with different values of alpha
, and
selecting the one that minimizes the deviance (see Hansen 1997 for an
example).
If x
has names, its values are matched to the tip labels of
phy
, otherwise its values are taken to be in the same order
than the tip labels of phy
.
The user must be careful here since the function requires that both
series of names perfectly match, so this operation may fail if there
is a typing or syntax error. If both series of names do not match, the
values in the x
are taken to be in the same order than the tip
labels of phy
, and a warning message is issued.