John Logsdon <j.logsdon at quantex-research.com> writes:
> I am trying to extract into a scalar the value of Phi from the printed
> output of gls or lme using corAR1 correlation. ie I want the estimate of
> the autocorrelation. I can't see how to do this and haven't seen
it
> anywhere in str(model.lme).
>
> I can get all the other information - fixed and random effects etc.
>
> Is there an obvious way so that I can save the brick wall some damage?
Just be soft in the head...
Seriously, I think the recipe is to drill down into model.lme until
you find the corAR1 class object, like this, I think.
x <- model.lme$modelStruct$corStruct
coef(x,unconstrained=FALSE).
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