construct_CovBlk {SteppedPower} | R Documentation |
Construct a Single Block of the Covariance Matrix
Description
Constructs the covariance matrix for multiple measurements of the same cluster. This function is usually called by 'construct_CovMat' and is not designed to be used directly.
Usage
construct_CovBlk(sigma, tau = NULL, eta = NULL, AR = NULL, rho = NULL)
Arguments
sigma |
numeric (vector of length 'timepoints'), residual error |
tau |
numeric (vector of length 'timepoints'), standard deviation of random intercepts |
eta |
numeric (vector of length 'timepoints'), standard deviation of random slope |
AR |
numeric, vector containing up to three values, each between 0 and 1. Defaults to NULL. It defines the AR(1)-correlation of random effects. The first element corresponds to the cluster intercept, the second to the treatment effect and the third to subject specific intercept. If only one element is provided, autocorrelation of all random effects is assumed to be the same. *Currently not compatible with 'rho'!=0 !* |
rho |
numeric (scalar), correlation of 'tau' and 'eta'. The default is no correlation. |
Value
a block of a covariance matrix, corresponding to intra-cluster covariance over time for one cluster
Examples
construct_CovBlk(sigma=rep(2,5), tau=rep(1,5))
construct_CovBlk(sigma=rep(2,5),
tau=rep(.5,5), eta=c(0,0,1,1,1),
AR=c(.5, 1))