R: ARR(r) correlation structure

cor_arr {brms} | R Documentation

## ARR(r) correlation structure

### Description

This function is a constructor for the `cor_arma` class allowing for autoregressive effects of the response only.

### Usage

    cor_arr(formula = ~1, r = 1)

### Arguments

`formula` | 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 `formula`, 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.
`r` | A non-negative integer specifying the autoregressive response (ARR) order of the ARMA structure. Default is 1.

### Details

AR refers to autoregressive effects of residuals, which is what is typically understood as autoregressive effects. However, one may also model autoregressive effects of the response variable, which is called ARR in brms.

### Value

An object of class `cor_arma` containing solely autoregressive response terms.

### Author(s)

Paul-Christian Buerkner paul.buerkner@gmail.com

### See Also

`cor_arma`

### Examples

    cor_arr(~visit|patient, r = 2)

[Package brms version 2.6.0 Index]