corNatural {nlme}R Documentation

General correlation in natural parameterization


This function is a constructor for the corNatural class, representing a general correlation structure in the ``natural'' parameterization, which is described under pdNatural. Objects created using this constructor must later be initialized using the appropriate Initialize method.


corNatural(value, form, fixed)


value an optional vector with the parameter values. Default is 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).
form a one sided formula of the form ~ t, or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g. A covariate for this correlation structure must 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.
fixed an optional logical value indicating whether the coefficients should be allowed to vary in the optimization, or kept fixed at their initial value. Defaults to FALSE, in which case the coefficients are allowed to vary.


an object of class corNatural representing a general correlation structure.


Jose Pinheiro and Douglas Bates

See Also

Initialize.corNatural, pdNatural, summary.corNatural


## covariate is observation order and grouping factor is Subject
cs1 <- corNatural(form = ~ 1 | Subject)

[Package nlme version 3.1-80 Index]