Generalized Least Squares Structure

A generalized least squares structure is a list of model components representing different sets of parameters in the linear model. A glsStruct may contain corStruct and varFunc objects. NULL arguments are not included in the glsStruct list.

glsStruct(corStruct, varStruct)

Arguments

corStruct

an optional corStruct object, representing a correlation structure. Default is NULL.

varStruct

an optional varFunc object, representing a variance function structure. Default is NULL.

Value

a list of model variance-covariance components determining the parameters to be estimated for the associated linear model.

Author

José Pinheiro and Douglas Bates bates@stat.wisc.edu

Examples

gls1 <- glsStruct(corAR1(), varPower())