corCAR1
class,
representing an autocorrelation structure of order 1, with a
continuous time covariate. Objects created using this constructor must
be later initialized using the appropriate
initialize
method.
corCAR1(value, form, fixed)
t
and, optionally, a grouping factor
g
. Covariates for
this correlation structure need not 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.
FALSE
, in which case
the coefficients are allowed to vary.
corCAR1
, representing an autocorrelation
structure of order 1, with a continuous time covariate.
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day. Jones, R.H. (1993) "Longitudinal Data with Serial Correlation: A State-space Approach", Chapman and Hall
## covariate is Time and grouping factor is Mare cs1 <- corCAR1(0.2, form = ~ Time | Mare)