This function is a constructor for the corNatural
class,
representing a general correlation structure in the ``natural''
parameterization, which is described under pdNatural
.
Objects created using this constructor must later be
initialized using the appropriate Initialize
method.
corNatural(value, form, fixed)
an object of class corNatural
representing a general correlation
structure.
an optional vector with the parameter values. Default is
numeric(0)
, which results in a vector of zeros of appropriate
dimension being assigned to the parameters when object
is
initialized (corresponding to an identity correlation structure).
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
form
, the correlation structure is assumed to apply only
to observations within the same grouping level; observations with
different grouping levels are assumed to be uncorrelated. Defaults to
~ 1
, which corresponds to using the order of the observations
in the data as a covariate, and no groups.
an optional logical value indicating whether the
coefficients should be allowed to vary in the optimization, or kept
fixed at their initial value. Defaults to FALSE
, in which case
the coefficients are allowed to vary.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Initialize.corNatural
,
pdNatural
,
summary.corNatural
## covariate is observation order and grouping factor is Subject
cs1 <- corNatural(form = ~ 1 | Subject)
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