[R] negative correlation with corSymm in nlme or another way?

Seth sjmyers at syr.edu
Sun May 5 20:12:38 CEST 2013


I have a nonlinear model with residuals that are negatively autocorrelated
at short distances.  

I can find no spatial correlation structures in nlme that can easily handle
negative autocorrelation as most have bounds on parameter values so that
correlation is from 0 to 1.

First, is there something I am missing?

I tried to roll my own by calculating a correlation matrix with some
negative values off the diagonal and then setting the correlation structure
as follows within the function gnls:


where corr9x is the n x n matrix of correlations that I set up based upon
distances between points in the data set.  Some of these correlations are
positive and some are negative.  They are based on a Moran's I correlogram
that I calculated from the residuals returned from a gnls model fit with NO
spatial correlation employed.

I get the following error:

Initial values for corSymm do not define a positive-definite correlation

I am unsure if the matrix is rejected out of hand because it contains
negative values or if there is something I can do to coerce it.  I have
checked the lower triangle matrix returned and it matches what I intended.

Any input is appreciated.

Seth Myers

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