R: Correlation Structure Classes

corClasses {nlme} | R Documentation

## Correlation Structure Classes

### Description

Standard classes of correlation structures (`corStruct`) available in the `nlme` library.

### Value

Available standard classes:

`corAR1` | autoregressive process of order 1.
`corARMA` | autoregressive moving average process, with arbitrary orders for the autoregressive and moving average components.
`corCAR1` | continuous autoregressive process (AR(1) process for a continuous time covariate).
`corCompSymm` | compound symmetry structure corresponding to a constant correlation.
`corExp` | exponential spatial correlation.
`corGaus` | Gaussian spatial correlation.
`corLin` | linear spatial correlation.
`corRatio` | Rational quadratics spatial correlation.
`corSpher` | spherical spatial correlation.
`corSymm` | general correlation matrix, with no additional structure.

### Note

Users may define their own `corStruct` classes by specifying a `constructor` function and, at a minimum, methods for the functions `corMatrix` and `coef`. For examples of these functions, see the methods for classes `corSymm` and `corAR1`.

### Author(s)

Jose Pinheiro and Douglas Bates bates@stat.wisc.edu

### References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

### See Also

`corAR1`, `corARMA`, `corCAR1`, `corCompSymm`, `corExp`, `corGaus`, `corLin`, `corRatio`, `corSpher`, `corSymm`, `summary.corStruct`

[Package nlme version 3.1-104 Index]