corARMA(nlme)
corARMA()所属R语言包:nlme
ARMA(p,q) Correlation Structure
ARMA(P,Q)相关结构
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function is a constructor for the corARMA class, representing an autocorrelation-moving average correlation structure of order (p, q). Objects created using this constructor must later be initialized using the appropriate Initialize method.
此功能一个corARMA类代表自相关移动平均相关结构(P,Q),构造。创建的对象,使用此构造稍后必须初始化使用适当的Initialize方法。
用法----------Usage----------
corARMA(value, form, p, q, fixed)
参数----------Arguments----------
参数:value
a vector with the values of the autoregressive and moving average parameters, which must have length p + q and all elements between -1 and 1. Defaults to a vector of zeros, corresponding to uncorrelated observations.
自回归和移动平均线的参数,它必须有长度p + q“-1和1之间的所有元素的值的向量。默认零向量,相应的互不相关的意见。
参数:form
a one sided formula of the form ~ t, or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g. A covariate for this correlation structure must be integer valued. When a grouping factor is present in form, the correlation structure is assumed to apply only to observations within the same grouping level; observations with different grouping levels are assumed to be uncorrelated. Defaults to ~ 1, which corresponds to using the order of the observations in the data as a covariate, and no groups.
一个双面公式的形式~ t或~ t | g,指定时间协t“,可选的分组因素g。一个协为此相关结构必须是整数值。当一个分组的因素是在form目前,相关结构假设只适用于在同一分组级别的观察,观察不同的分组级别被假定为不相关。默认~ 1,这相当于使用秩序的意见作为协变量的数据,并没有组。
参数:p, q
non-negative integers specifying respectively the autoregressive order and the moving average order of the ARMA structure. Both default to 0.
非负整数,指定分别自回归秩序和ARMA结构移动平均订单。都默认为0。
参数:fixed
an optional logical value indicating whether the coefficients should be allowed to vary in the optimization, or kept fixed at their initial value. Defaults to FALSE, in which case the coefficients are allowed to vary.
一个可选的逻辑值,指明系数是否应允许不同的优化,或保持固定在其初始值。默认FALSE,在这种情况下,系数允许不同。
值----------Value----------
an object of class corARMA, representing an autocorrelation-moving average correlation structure.
一个类的对象corARMA,代表自相关移动平均线的相关结构。
作者(S)----------Author(s)----------
Jose Pinheiro and Douglas Bates <a href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</a>
参考文献----------References----------
Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
in S and S-PLUS", Springer, esp. pp. 236, 397.
参见----------See Also----------
corAR1, corClasses Initialize.corStruct, summary.corStruct
corAR1,corClassesInitialize.corStruct,summary.corStruct
举例----------Examples----------
## ARMA(1,2) structure, with observation order as a covariate and[#ARMA(1,2)的结构,作为一个协与观察顺序]
## Mare as grouping factor[#Mare的分组因素]
cs1 <- corARMA(c(0.2, 0.3, -0.1), form = ~ 1 | Mare, p = 1, q = 2)
# Pinheiro and Bates, p. 237 [皮涅伊罗和贝茨,P。 237]
cs1ARMA <- corARMA(0.4, form = ~ 1 | Subject, q = 1)
cs1ARMA <- Initialize(cs1ARMA, data = Orthodont)
corMatrix(cs1ARMA)
cs2ARMA <- corARMA(c(0.8, 0.4), form = ~ 1 | Subject, p=1, q=1)
cs2ARMA <- Initialize(cs2ARMA, data = Orthodont)
corMatrix(cs2ARMA)
# Pinheiro and Bates use in nlme: [皮涅伊罗贝茨使用nlme:]
# from p. 240 needed on p. 396[从p。 240页上的需要。 396]
fm1Ovar.lme <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time),
data = Ovary, random = pdDiag(~sin(2*pi*Time)))
fm5Ovar.lme <- update(fm1Ovar.lme,
corr = corARMA(p = 1, q = 1))
# p. 396[页。 396]
fm1Ovar.nlme <- nlme(follicles~
A+B*sin(2*pi*w*Time)+C*cos(2*pi*w*Time),
data=Ovary, fixed=A+B+C+w~1,
random=pdDiag(A+B+w~1),
start=c(fixef(fm5Ovar.lme), 1) )
# p. 397[页。 397]
fm3Ovar.nlme <- update(fm1Ovar.nlme,
corr=corARMA(p=0, q=2) )
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注:
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