[R] Gls function in rms package

[Mark Seeto]

Frank, sorry if I seem impatient, but do you know approximately when
this will be fixed?

In the meantime, if I have

library(nlme)
library(rms)
d <- data.frame(x = rnorm(50), y = rnorm(50))

and I'm interested in the 3 df test for x that I would get from

anova(Gls(y ~ rcs(x, 4), data=d, correlation = corARMA(p=2)))

is it sensible to instead do the following?

d$x. <- rcspline.eval(d$x, nk=4)[, 1]
d$x.. <- rcspline.eval(d$x, nk=4)[, 2]
gls.intercept <- gls(y ~ 1, data=d, correlation=corARMA(p=2), method="ML")
gls.rcs4 <- gls(y ~ x + x. + x.., data=d, correlation=corARMA(p=2), method="ML")
anova(gls.intercept, gls.rcs4)

Thanks,
Mark Seeto
National Acoustic Laboratories, Australia


> 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