covFracBM {covBM} R Documentation

## covFracBM

### Description

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

### Usage

covFracBM(value = c(1, 0.5), form = ~1)


### Arguments

 value Vector of length 2 providing starting values for optimisation of the scale parameter of fractional Brownian motion process relative to residual error variance and the Hurst parameter, respectively. 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 fractional Brownian motion process modelled at each level.

### Value

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

### Examples

cov2<-covFracBM(form=~time|group)


[Package covBM version 0.1.0 Index]