R: Example data with autoregressively related columns
myAutoregressiveData
R Documentation
Example data with autoregressively related columns
Description
Data set used in some of OpenMx's examples.
Usage
data("myAutoregressiveData")
Format
A data frame with 100 observations on the following variables.
x1
x variable and time 1
x2
x variable and time 2
x3
x variable and time 3
x4
x variable and time 4
x5
x variable and time 5
Details
The rows are independently and identically distributed, but the columns are and auto-correlation structure.
Source
Simulated.
References
The OpenMx User's guide can be found at http://openmx.psyc.virginia.edu/documentation.
Examples
data(myAutoregressiveData)
round(cor(myAutoregressiveData), 2)
# note the sub-diagonal correlations (lag 1)
# x1-x2, x2-x3, x3-x4, x4-x5
# and the second sub-diagonal correlations (lag 2)
# x1-x3, x2-x4, x3-x5
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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> library(OpenMx)
Loading required package: digest
Loading required package: MASS
Loading required package: Matrix
Loading required package: Rcpp
Loading required package: parallel
Attaching package: 'OpenMx'
The following objects are masked from 'package:Matrix':
%&%, expm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/OpenMx/myAutoregressiveData_data.Rd_%03d_medium.png", width=480, height=480)
> ### Name: myAutoregressiveData
> ### Title: Example data with autoregressively related columns
> ### Aliases: myAutoregressiveData
> ### Keywords: datasets
>
> ### ** Examples
>
> data(myAutoregressiveData)
> round(cor(myAutoregressiveData), 2)
x1 x2 x3 x4 x5
x1 1.00 0.34 0.11 -0.04 0.05
x2 0.34 1.00 0.35 0.19 0.13
x3 0.11 0.35 1.00 0.51 0.39
x4 -0.04 0.19 0.51 1.00 0.45
x5 0.05 0.13 0.39 0.45 1.00
> # note the sub-diagonal correlations (lag 1)
> # x1-x2, x2-x3, x3-x4, x4-x5
> # and the second sub-diagonal correlations (lag 2)
> # x1-x3, x2-x4, x3-x5
>
>
>
>
>
>
> dev.off()
null device
1
>