covBM {covBM}R Documentation

covBM

Description

This is a constructor function for the "covBM" class, representing a Brownian motion component in terms of a continuous variable. The object created is a special type of corStruct.

covBM

Usage

covBM(value = 1, form = ~1)

Arguments

value

Numeric argument providing starting value for the scale parameter of Brownian motion process relative to residual error variance for optimisation.

form

A one-sided formula of the form ~t|g, where t represents a continuous variable (usually time) and g represents a grouping factor, i.e. with a separate Brownian motion process modelled at each level.

Value

An object of class "covBM" and inheriting from "corStruct".

Examples

cov1<-covBM(form=~time|group)

[Package covBM version 0.1.0 Index]