| cor_ar {brms} | R Documentation |
This function is a constructor for the cor_arma class,
allowing for autoregression terms only.
cor_ar(formula = ~1, p = 1, cov = FALSE)
formula |
A one sided formula of the form |
p |
A non-negative integer specifying the autoregressive (AR) order of the ARMA structure. Default is 1. |
cov |
A flag indicating whether ARMA effects should be estimated
by means of residual covariance matrices
(currently only possible for stationary ARMA effects of order 1).
If |
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.
An object of class cor_arma containing solely autoregression terms.
Paul-Christian Buerkner paul.buerkner@gmail.com
cor_ar(~visit|patient, p = 2)