[R] GLS in R

[John Janmaat]

Hello All,

Looking for an easy way to feed a non-identity covariance matrix to a 
regression.  Is there a function to do this, or do I choleski decompose 
the inverse of the covariance matrix and weight the observations - 
risking precision loss.

Thanks,

John.
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Dr. John Janmaat
Department of Economics, Acadia University, Wolfville, NS, B4P 2R6
E-mail: jjanmaat at acadiau.ca        Web: http://ace.acadiau.ca/~jjanmaat
Tel: 902-585-1461		   Fax: 902-585-1070