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.