coef.corStruct function

Coefficients of a corStruct Object

Coefficients of a corStruct Object

This method function extracts the coefficients associated with the correlation structure represented by object.

## S3 method for class 'corStruct' coef(object, unconstrained, ...) ## S3 replacement method for class 'corStruct' coef(object, ...) <- value

Arguments

  • object: an object inheriting from class "corStruct", representing a correlation structure.
  • unconstrained: a logical value. If TRUE the coefficients are returned in unconstrained form (the same used in the optimization algorithm). If FALSE the coefficients are returned in "natural", possibly constrained, form. Defaults to TRUE.
  • value: a vector with the replacement values for the coefficients associated with object. It must be a vector with the same length of coef{object} and must be given in unconstrained form.
  • ...: some methods for this generic require additional arguments. None are used in this method.

Returns

a vector with the coefficients corresponding to object.

References

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

Author(s)

José Pinheiro and Douglas Bates

SIDE EFFECTS

On the left side of an assignment, sets the values of the coefficients of object to value. Object must be initialized (using Initialize) before new values can be assigned to its coefficients.

See Also

corAR1, corARMA, corCAR1, corCompSymm, corExp, corGaus, corLin, corRatio, corSpatial, corSpher, corSymm,Initialize

Examples

cst1 <- corARMA(p = 1, q = 1) coef(cst1)
  • Maintainer: R Core Team
  • License: GPL (>= 2)
  • Last published: 2025-03-31