[R] Gls function in rms package

Frank Harrell f.harrell at vanderbilt.edu
Thu Apr 19 05:27:00 CEST 2012


Appears to be a definite bug, probably caused by having more than one
correlation parameter.  I hope to have this fixed within 3 days.
Frank

Mark Seeto wrote
> 
> Dear R-help,
> 
> I don't understand why Gls gives me an error when trying to fit a
> model with AR(2) errors, while gls (from nlme) does not. For example:
> 
> library(nlme)
> library(rms)
> set.seed(1)
> d <- data.frame(x = rnorm(50), y = rnorm(50))
> gls(y ~ x, data=d, correlation = corARMA(p=2))   #This works
> Gls(y ~ x, data=d, correlation = corARMA(p=2))  # Gives error
> # Error in `coef<-.corARMA`(`*tmp*`, value = value[parMap[, i]]) :
> #  NA/NaN/Inf in foreign function call (arg 1)
> Gls(y ~ x, data=d, correlation = corARMA(p=1))  #This works
> 
> I would rather use Gls than gls so that I can represent a variable
> with a spline using rcs. I'm using version 3-5.0 of rms in R 2.15.0.
> 
> Thanks for any help you can give.
> 
> Mark Seeto
> 
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> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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