Fixed residual correlation (FCOR) structures

Set up a fixed residual correlation (FCOR) term in brms. The function does not evaluate its arguments – it exists purely to help set up a model with FCOR terms.

Usage

fcor(M)

Arguments

M

Known correlation/covariance matrix of the response variable. If a vector is passed, it will be used as diagonal entries (variances) and correlations/covariances will be set to zero. The actual covariance matrix used in the likelihood is obtained by multiplying M by the square of the residual standard deviation parameter sigma estimated as part of the model.

Value

An object of class 'fcor_term', which is a list of arguments to be interpreted by the formula parsing functions of brms.

See also

autocor-terms

Examples

# \dontrun{
dat <- data.frame(y = rnorm(3))
V <- cbind(c(0.5, 0.3, 0.2), c(0.3, 1, 0.1), c(0.2, 0.1, 0.2))
fit <- brm(y ~ 1 + fcor(V), data = dat, data2 = list(V = V))
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
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#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
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#> Chain 2: Gradient evaluation took 4e-06 seconds
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# }