Stratified Correlation Structure

DESCRIPTION:

This function is a constructor for the corStrat class, representing a set of correlation structures corresponding to different strata, defined by strata. Different corStruct classes can be used for different strata. The number of coefficients associated with this class is equal to the sum of the number of coefficients of each corStruct object it includes. Objects created using this constructor must later be initialized using the appropriate initialize method.

USAGE:

corStrat(value, form, strata) 

REQUIRED ARGUMENTS:

value
a corStruct object, or a list of corStruct objects. If given as a single object, it is repeated for all strata.
strata
a one-sided formula specifying the stratification variable for the different corStruct objects represented by object. Its right hand side must evaluate to a factor or an integer.

OPTIONAL ARGUMENTS:

form
an optional one sided formula of the form `~ t', or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g. The same formula is used for all corStruct represented in object. When a grouping factor is present, 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.

VALUE:

a corStrat object representing a set of correlation structures corresponding to different strata.

SEE ALSO:

EXAMPLES:

cs1 <- corStrat(corAR1(0.2, form = ~ 1 | Subject), strata = ~ Sex) 
cs1 <- corStrat(list(Male = corAR1(), Female = corARMA(p=2)), 
                form = ~ 1 | Subject, strata = ~ Sex)