Last data update: 2014.03.03

R: Example data with autoregressively related columns
myAutoregressiveDataR 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


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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 
>