

   AARR((11)) CCoorrrreellaattiioonn SSttrruuccttuurree

        corAR1(value, form)

   AArrgguummeennttss::

      value: the value of the lag 1 autocorrelation, which must
             be between -1 and 1. Defaults to 0 (no autocorre-
             lation).

       form: a one sided formula of the form `~ t', or code{~ 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 `form', 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 obser-
             vations in the data as a covariate, and no groups.

   DDeessccrriippttiioonn::

        This function is a constructor for the `corAR1' class,
        representing an autocorrelation structure of order 1.
        Objects created using this constructor need to be later
        initialized using the appropriate `initialize' method.

   VVaalluuee::

        an object of class `corAR1', representing an autocorre-
        lation structure of order 1.

   AAuutthhoorr((ss))::

        Jose Pinheiro and Douglas Bates

   RReeffeerreenncceess::

        Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994)
        "Time Series Analysis: Forecasting and Control", 3rd
        Edition, Holden-Day.

   SSeeee AAllssoo::

        `initialize.corStruct'

   EExxaammpplleess::

        library(lme)
        ## covariate is observation order and grouping factor is Mare
        cs1 <- corAR1(0.2, form = ~ 1 | Mare)

