search for: toep2

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2008 Feb 08
0
User-specified correlation structure (e.g., 2-banded Toeplitz)
...itz structure cs1ARMA <- corARMA(value = c(0,-.3), form = ~ 1 | Subject, p = 2, q = 0) cs1ARMA <- Initialize(cs1ARMA, data = Orthodont) corMatrix(cs1ARMA)$M01 [,1] [,2] [,3] [,4] [1,] 1.0 0.0 -0.3 0.0 [2,] 0.0 1.0 0.0 -0.3 [3,] -0.3 0.0 1.0 0.0 [4,] 0.0 -0.3 0.0 1.0 > TOEP2 <- gls(distance ~ Sex * I(age - 11), Orthodont, + correlation = corARMA(value = c(0,-.3), form = ~ 1 | Subject, p = 2, q = 0), + weights = varIdent(form = ~ 1 | age)) #-- Selected output follows----- Correlation Structure: ARMA(2,0) Formula: ~1 | Subject P...
2008 Feb 08
0
User specified correlation structure (e.g., 2-banded Toeplitz)
...litz structure cs1ARMA <- corARMA(value = c(0,-.3), form = ~ 1 | Subject, p = 2, q = 0) cs1ARMA <- Initialize(cs1ARMA, data = Orthodont) corMatrix(cs1ARMA)$M01 [,1] [,2] [,3] [,4] [1,] 1.0 0.0 -0.3 0.0 [2,] 0.0 1.0 0.0 -0.3 [3,] -0.3 0.0 1.0 0.0 [4,] 0.0 -0.3 0.0 1.0 > TOEP2 <- gls(distance ~ Sex * I(age - 11), Orthodont, + correlation = corARMA(value = c(0,-.3), form = ~ 1 | Subject, p = 2, q = 0), + weights = varIdent(form = ~ 1 | age)) #-- Selected output follows----- Correlation Structure: ARMA(2,0) Formula: ~1 | Subject P...
2008 Feb 12
0
nlme & special case of corARMA?
...litz structure cs1ARMA <- corARMA(value = c(0,-.3), form = ~ 1 | Subject, p = 2, q = 0) cs1ARMA <- Initialize(cs1ARMA, data = Orthodont) corMatrix(cs1ARMA)$M01 [,1] [,2] [,3] [,4] [1,] 1.0 0.0 -0.3 0.0 [2,] 0.0 1.0 0.0 -0.3 [3,] -0.3 0.0 1.0 0.0 [4,] 0.0 -0.3 0.0 1.0 > TOEP2 <- gls(distance ~ Sex * I(age - 11), Orthodont, + correlation = corARMA(value = c(0,-.3), + form = ~ 1 | Subject, p = 2, q = 0), + weights = varIdent(form = ~ 1 | age)) #-- Selected output follows----- Correlation Structure: ARMA(2,0) For...