5.1 Factor covariates
If your covariates are factors, like site number or month, and you are estimating a \(a\) value, i.e. level or intercept, for each then you will use a matrix with 0s and 1s. This is identical to how say lm() would translate your model with factors.
Say your covariate is quarters and you have 3 years of data:
covariate <- rep(paste0("q",1:4), 3)You translate this to a matrix with four rows and 10 columns. Each row is for a different quarter.
vals <- unique(covariate)
TT <- length(covariate)
p <- length(vals)
c <- matrix(0, p, TT)
for(i in 1:p) c[i,] <- covariate == vals[i]
rownames(c) <- vals
c [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
q1 1 0 0 0 1 0 0 0 1 0 0 0
q2 0 1 0 0 0 1 0 0 0 1 0 0
q3 0 0 1 0 0 0 1 0 0 0 1 0
q4 0 0 0 1 0 0 0 1 0 0 0 1