Have you tried using corARMA? Won't this give you the symmetric
Toeplitz form you desire, albeit in a different parameterization?
Hope this helps.
Spencer Graves
[EMAIL PROTECTED] wrote:
I am trying to use nlme but instead of using one of the “identity” variance
I am trying to use nlme but instead of using one of the identity variance or
covariance matrixes such as compsymm or ar1. Instead I want the covariance
matrix to be represented in the following manor. Is it possible to define my
own covariance matrix?
I have search and found papers saying I
