varExp
Exponential Variance Function
Description
This function is a constructor for the varExp
class, representing an exponential variance function structure. Letting v denote the variance covariate and s2(v) denote the variance function evaluated at v, the exponential variance function is defined as s2(v) = exp(2* t * v), where t is the variance function coefficient. When a grouping factor is present, a different t is used for each factor level.
Usage
varExp(value, form, fixed)
Arguments
value | an optional numeric vector, or list of numeric values, with the variance function coefficients. Value must have length one, unless a grouping factor is specified in form . If value has length greater than one, it must have names which identify its elements to the levels of the grouping factor defined in form . If a grouping factor is present in form and value has length one, its value will be assigned to all grouping levels. Default is numeric(0) , which results in a vector of zeros of appropriate length being assigned to the coefficients when object is initialized (corresponding to constant variance equal to one). |
form | an optional one-sided formula of the form ~ v , or ~ v | g , specifying a variance covariate v and, optionally, a grouping factor g for the coefficients. The variance covariate must evaluate to a numeric vector and may involve expressions using "." , representing a fitted model object from which fitted values (fitted(.) ) and residuals (resid(.) ) can be extracted (this allows the variance covariate to be updated during the optimization of an object function). When a grouping factor is present in form , a different coefficient value is used for each of its levels. Several grouping variables may be simultaneously specified, separated by the * operator, like in ~ v | g1 * g2 * g3 . In this case, the levels of each grouping variable are pasted together and the resulting factor is used to group the observations. Defaults to ~ fitted(.) representing a variance covariate given by the fitted values of a fitted model object and no grouping factor. |
fixed | an optional numeric vector, or list of numeric values, specifying the values at which some or all of the coefficients in the variance function should be fixed. If a grouping factor is specified in form , fixed must have names identifying which coefficients are to be fixed. Coefficients included in fixed are not allowed to vary during the optimization of an objective function. Defaults to NULL , corresponding to no fixed coefficients. |
Value
a varExp
object representing an exponential variance function structure, also inheriting from class varFunc
.
Author(s)
José Pinheiro and Douglas Bates [email protected]
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
See Also
varClasses
, varWeights.varFunc
, coef.varExp
Examples
vf1 <- varExp(0.2, form = ~age|Sex)