corBand
class,
representing a banded correlation structure. The internal
representation of this structure, in terms of unconstrained
parameters, uses the spherical parameterization defined in Pinheiro and
Bates (1996). Objects created using this constructor must later be
initialized using the appropriate
initialize
method.
corBand(value, form, fixed, ord)
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).
t
and, optionally, a
grouping factor
g
. A covariate for this correlation structure
must such that its unique values form a sequence of consecutive
integers. 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.
FALSE
, in which case
the coefficients are allowed to vary.
corBand
object, defined as
the number of nonzero diagonals in the upper-triangular part of the
matrix. Defaults to 2.
corBand
representing a banded correlation
structure.
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
## covariate is observation order and grouping factor is Subject cs1 <- corBand(form = ~ 1 | Subject)