Correlation Structure Classes
Standard classes of correlation structures (corStruct) available in the nlme package.
Available standard classes: - corAR1: autoregressive process of order 1.
corARMA: autoregressive moving average process, with arbitrary orders for the autoregressive and moving average components.
corCAR1: continuous autoregressive process (AR(1) process for a continuous time covariate).
corCompSymm: compound symmetry structure corresponding to a constant correlation.
corExp: exponential spatial correlation.
corGaus: Gaussian spatial correlation.
corLin: linear spatial correlation.
corRatio: Rational quadratics spatial correlation.
corSpher: spherical spatial correlation.
corSymm: general correlation matrix, with no additional structure.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Users may define their own corStruct classes by specifying a constructor function and, at a minimum, methods for the functions corMatrix and coef. For examples of these functions, see the methods for classes corSymm
and corAR1.
corAR1, corARMA, corCAR1, corCompSymm, corExp, corGaus, corLin, corRatio, corSpher, corSymm, summary.corStruct