Dear All,
I would like to model the following covariance structure in Splus 6.1(Windows):
V*V V*W*r V*W*s V*W*t
V*W*r W*W W*W*u W*W*u*u
V*W*s W*W*u W*W W*W*u
V*W*t W*W*u*u W*W*u W*W
Where
- V*V and W*W are the variance component, and
- r,s,t,u are <1
This matrix corresponds to a model with 2-period; the first period with one
time point; the second period with 2 time points with AR(1) covariance
structure; the correlation between the time point of the first period and the 3
time points of the second period is unstructured.
I think that this can't be modelled by means of the standard corrStruct class.
Specifically, the S+ helps mentions "Users may define their own corStruct
classes by specifying a constructor function, and at a minimum, methods for the
functions corMatrix and coef. For examples of these functions, see the methods
for the corSymm and corAR1 classes". Unfortunately, the S+ help does not give
any example.
I was wondering if somebody could help me (by an example) to define a new
corStruct class by specifying a constructor function, and methods for the
functions corMatrix and coef ?
Thank you very much
Best regards
Tom
Vr V
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