covBM {covBM} | R Documentation |
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
covBM(value = 1, form = ~1)
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. |
An object of class "covBM" and inheriting from "corStruct".
cov1<-covBM(form=~time|group)