generalized least squares

[Michael Borregaard]

Hi,
does the julia model framework presently have a generalized format for specifiying correlation matrices, that can be used by packages / functions that do generalized least squares accounting for some kind of correlation structure in the data? Examples could be spatial, temporal or phylogenetic autocorrelation.

Thanks!
Michael

[Cécile Ané]

Hi Michael, 

We are working on this, for phylogenetic autocorrelation specifically, in the PhyloNetwork package. "We" is Paul Bastide, in fact.

We are using the LinearModel type from the GLM package, and its lm function. Our types and functions are documented with docstrings, but we have not exported these functions or their documentations in the online doc because this work is still in development.

Cecile.

[Michael Krabbe Borregaard]

Hi Cécile,

thanks, that sounds really cool. I will check it out!

Michael

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