R: MA(q) correlation structure

cor_ma {brms} | R Documentation

## MA(q) correlation structure

### Description

This function is a constructor for the `cor_arma` class, allowing for moving average terms only.

### Usage

    cor_ma(formula = ~1, q = 1, cov = FALSE)

### 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.
`q` | A non-negative integer specifying the moving average (MA) 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 `FALSE` (the default) a regression formulation is used that is considerably faster and allows for ARMA effects of order higher than 1 but cannot handle user defined standard errors.

### Value

An object of class `cor_arma` containing solely moving average terms.

### Author(s)

Paul-Christian Buerkner paul.buerkner@gmail.com

### See Also

`cor_arma`

### Examples

    cor_ma(~visit|patient, q = 2)

[Package brms version 2.6.0 Index]