nlme (version 3.1-114)

varExp: Exponential Variance Function

Description

This function is a constructor for the varExp class, representing an exponential variance function structure. Letting $v$ denote the variance covariate and $\sigma^2(v)$ denote the variance function evaluated at $v$, the exponential variance function is defined as $\sigma^2(v) = \exp(2\theta v)$, where $\theta$ is the variance function coefficient. When a grouping factor is present, a different $\theta$ is used for each factor level.

Usage

varExp(value, form, fixed)

Arguments

value

an optional numeric vector, or list of numeric values, with the variance function coefficients. Value must have length one, unless a grouping factor is specified in form. If value has length greater than

form

an optional one-sided formula of the form ~ v, or ~ v | g, specifying a variance covariate v and, optionally, a grouping factor g for the coefficients. The variance covariate must evaluate to

fixed

an optional numeric vector, or list of numeric values, specifying the values at which some or all of the coefficients in the variance function should be fixed. If a grouping factor is specified in form, fixed must ha

Value

• a varExp object representing an exponential variance function structure, also inheriting from class varFunc.

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

varClasses, varWeights.varFunc, coef.varExp

Examples

vf1 <- varExp(0.2, form = ~age|Sex)