I want to fit a variance function that involves polynomial terms of the mean
I know that I can fit the variance function
using varExp()
(without arguments). Reading the documentation of varExp()
it defaults to ~ fitted(.)
, however using varExp(~ fitted(.))
gives an error, therefore varExp(~ fitted(.)^2)
is not working.
Here is a code example in which I am working:
library(pacman)
p_load(tidyverse)
p_load(MASS)
p_load(nlme)
set.seed(123)
n<-1000
z0<-data.frame(days=runif(n,-3,3))
z0_mat <- model.matrix(~ days, z0)
betas<-c(10,.85)
a0<-1.5
b0<-8
b1<- -0.2
x_target<-60
alpha<-(log(b0)-log(a0))/x_target
z0$weight <- z0_mat%*