[R] lme: problems with corARMA
bates at stat.wisc.edu
Fri Jul 30 16:54:08 CEST 2004
Stephan Moratti wrote:
> Trying following example from Pinheiro and Bates in order to fit an
> ARMA(1,1) model:
> I get follwing error message:
> Error in "coef<-.corARMA"(`*tmp*`, value = c(62.3428455941166,
> 62.3428517930051 :
> Coefficient matrix not invertible
> Does somebody know why it doesn't work ?
The optimization code in R's nlm is different from the code in S-PLUS's
ms. The nlm optimizer does not converge on that ill-conditioned example.
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