covIOU {covBM} | R Documentation |
This is a constructor function for the "covIOU" class, representing an integrated Ornstein-Uhlenbeck (IOU)
process component in terms of a continuous variable. The object created is a special type of
corStruct
.
covIOU(value = c(1, 1), form = ~1)
value |
Vector of length 2 providing starting values for optimisation of the perturbation parameter of integrated Ornstein-Uhlenbeck process relative to residual error variance and the Alpha 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 integrated Ornstein-Uhlenbeck process modelled at each level. |
An object of class "covIOU" and inheriting from "corStruct".
cov3<-covIOU(form=~time|group)