Re: [R] question about corStruct

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Mon 06 Feb 2006 - 23:54:05 EST

"Ing. Marek Brabec PhD" <mbrabec@szu.cz> writes:

> dear list,
> I am wondering if one can find examples and/or more detailed
> descriptions of modifications needed when going beyond standard
> corStruct classes (i.e. those already provided for use in lme/nlme)?
> When I looked at pages 238-239 of Pinheiro/Bates (2000): Mixed-effects
> models in S and S-plus, I found that I would need a bit more explicit
> guidance what to do for implementing a new correlation structure than
> that presented there.
> I am thinking e.g. of random walk as of a non-stationary example
> corStruct to implement.
> Thanks for any help and/or pointing me to a source of general instructions.
> All the Best
> Marek Brabec

Hi Marek,

I don't think there is any better way than to try deciphering and modifying an existing cor-class. Notice that there is a handful of methods to be dealt with, like these for the compund symmetry case

> ls(pattern=".*corCompSymm", environment(gls))

[1] "Initialize.corCompSymm" "coef.corCompSymm"       "coef<-.corCompSymm"
[4] "corCompSymm"            "corMatrix.corCompSymm"  "recalc.corCompSymm"
[7] "summary.corCompSymm"


You might want to start off trying your hand by writing your own variance class. This is somewhat easier since preexisting ones are generally written in R whereas corClasses have .C calls inside.

        -p

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Tue Feb 07 00:08:08 2006

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