Generate entries of covariance functions for correlated data.
mkcov.arma(p, q, n)
mkcov.long(id)
mkcov.known(w)
A list of three elements.
Covariance matrix to be evaluated through
fun(gamma,env)
or fun(env)
.
Constants in covariance function.
Initial values for correlation parameters.
Order of AR terms.
Order of MA terms.
Dimension of covariance matrix.
Factor of subject ID.
Covariance matrix; only the upper triangular part is used.
mkcov.arma
generates covariance functions for ARMA(p,q)
model.
mkcov.long
generates covariance functions for longitudinal
data.
mkcov.known
allows one to use a known covariance matrix in
ssanova9
.