R: Metric-based variance models in one dimension.

metric-1D_vs {asreml} | R Documentation

## Metric-based variance models in one dimension.

### Description

Metric-based variance structures in one dimension. Includes one-dimensional exponential, gaussian and linear variance power models (`exp`, `gau`, `lvr`).

### Usage

    exp(x, init = NA, dist = NA)

    expv(x, init = NA, dist = NA)

    exph(x, init = NA, dist = NA)

    gau(x, init = NA, dist = NA)

    gauv(x, init = NA, dist = NA)

    gauh(x, init = NA, dist = NA)

    lvr(x, init = NA, dist = NA)

    lvrv(x, init = NA, dist = NA)

    lvrh(x, init = NA, dist = NA)

### Arguments

`x` | An object in `data`.
`init` | An optional vector of initial values (power parameters followed by variance parameters) with an optional `names` attribute from the set {`P`, `U`, `F`} specifying the boundary constraint as positive, unconstrained or fixed, respectively.
`dist` | Optional numeric vector of coordinates (distances). If missing then the distances are obtained as `unique(obj)`.

### Functions

- `asr_exp()`: Exponential (or power) model; correlation form.

- `asr_expv()`: Exponential (or power) model; homogeneous variance form.

- `asr_exph()`: Exponential (or power) model; heterogeneous variance form.

- `asr_gau()`: Gaussian power model; correlation form.

- `asr_gauv()`: Gaussian power model; homogeneous variance form.

- `asr_gauh()`: Gaussian power model; heterogeneous variance form.

- `asr_lvr()`: Linear variance model; correlation form.

- `asr_lvrv()`: Linear variance model; homogeneous variance form.

- `asr_lvrh()`: Linear variance model; heterogeneous variance form.

[Package asreml version 4.2.0.480 Index]