Keyword | Function | Description | Parameters |
Correlation matrices | |||
ID | id() | Identity | 0 |
AR1 | ar1() | First order autoregressive | 1 |
AR2 | ar2() | Autoregressive | 2 |
AR3 | ar3() | Autoregressive | 3 |
SAR | sar() | Symmetric autoregressive | 1 |
SAR2 | sar2() | Symmetric autoregressive | 2 |
MA, MA1 | ma1() | Moving Average | 1 |
MA2 | ma2() | Moving Average | 2 |
ARMA | arma() | Autoregressive Moving Average | 2 |
CORU | coru() | Uniform Correlation | 1 |
CORB | corb() | Banded Correlation | w-1 |
CORG | corg() | General Correlation | w(w-1)/2 |
EXP | exp() | Exponential | 1 |
GAU | gau() | Gaussian | 1 |
IEXP | iexp() | Isotropic Exponential | 1 |
IGAU | igau() | Isotropic Gaussian | 1 |
IEUC | ieuc() | Isotrophic Euclidean | 1 |
LVR | lvr() | Linear Variance | 1 |
SPH | sph() | Spherical | 1 |
CIR | cir() | Circular | 1 |
AEXP | aexp() | Anisotropic Exponential | 2 |
AGAU | agau() | Anisotropic Gaussian | 2 |
MATk | matk() | Matern | k |
Variance structures | |||
DIAG | diag() | Diagonal | w |
US | us() | Unstructured | w(w+1)/2 |
OWNk | ownk() | User supplied matrix | k |
ANTEk | antek() | Antedependence | w(w+1)/2 |
CHOLk | cholk() | Cholesky - banded form | w(w+1)/2 |
CHOLkC | cholkC() | Cholesky - column form | w(w+1)/2 |
FAk | fak() | Factor Analytic (correlation form) | w(k+1) |
FACVk | facvk() | Factor Analytic (covariance form) | w(k+1) |
XFA k | xfak() | Extended Factor Analytic | w(k+1) |
Fixed matrices | |||
AINV | nrm() | Numerator Relationship matrix (A) | 0 or 1 |
GIVk | grmk() | General (Inverse) Variance matrix | 0 or 1 |