[Rd] Bug in getVarCov.gls method (PR#9752)

ripley at stats.ox.ac.uk ripley at stats.ox.ac.uk
Tue Jun 26 09:49:36 CEST 2007

On Mon, 25 Jun 2007, agalecki at umich.edu wrote:

> I am using R2.5 under Windows.

I presume you mean 2.5.0 (there is no R2.5: see the posting guide).  But 
which version of nlme, which is the relevant fact here?  The R posting 
guide suggests showing the output of sessionInfo() to establish the 
environment used.

> Looks like the following statement
> vars  <-  (obj$sigma^2)*vw
> in getVarCov.gls method (nlme package) needs to  be replaced with:
> vars <- (obj$sigma*vw)^2

We need some evidence!  Please supply a reproducible example and give your 
reasoning.  For example, the FAQ says

   The most important principle in reporting a bug is to report _facts_,
   not hypotheses or categorizations.  It is always easier to report the
   facts, but people seem to prefer to strain to posit explanations and
   report them instead.  If the explanations are based on guesses about how
   R is implemented, they will be useless; others will have to try to figure
   out what the facts must have been to lead to such speculations.
   Sometimes this is impossible.  But in any case, it is unnecessary work
   for the ones trying to fix the problem.

   It is very useful to try and find simple examples that produce
   apparently the same bug, and somewhat useful to find simple examples
   that might be expected to produce the bug but actually do not.  If you
   want to debug the problem and find exactly what caused it, that is
   wonderful.  You should still report the facts as well as any
   explanations or solutions. Please include an example that reproduces the
   problem, preferably the simplest one you have found.

It should be easily possible to cross-check an example with one of the 
many other ways available to do GLS fits in R.


Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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