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. Author manuscript; available in PMC: 2014 May 14.
Published in final edited form as: Stat Med. 2010 Jul 30;29(17):1825–1838. doi: 10.1002/sim.3928

Table I.

Stationary correlation structures that are continuous functions of distance.

Structure (j, k)th element*, jk Params Data types
LEAR ρ dmin+δ[(djkdmin)/(dmaxdmin)] 2 L/T,S,O
AR(1) ρ djk 1 L/T,S,O
DE ρdjkv 2 L/T,S,O
GAR(1) ρdjkΓ(djk+δ)F(δ,djk+δ;djk+1;ρ2)Γ(δ)Γ(djk+1)F(δ,δ;1;ρ2) 2 L/T
Exponential exp(−djk/ϕ) 1 S
Gaussian exp(djk2ϕ2) 1 S
Linear (1 − ϕdjk)I(ϕdjk≤1) 1 S
Matern [1/Γ(ν)](djk/2ϕ)ν2Kv(djk/ϕ) 2 S
Spherical [1(3djk2ϕ)+(djk32ϕ3)](djkϕ) 1 S
*

djk, distance between jth and kth measurement of ith subject; Γ(·), gamma function; F(θ1, θ2; θ3; θ), hypergeometric function; and Kv(·), modified Bessel function of the second kind of (real) order v > 0.

L/T, longitudinal/time series; S, spatial; and O, other.