R help - Jul 2004 - lme: problems with corARMA

Trying following example from Pinheiro and Bates in order to fit an
ARMA(1,1) model:

library(nlme)
fm1Ovary.lme<-lme(follicles~sin(2*pi*Time)+cos(*pi*Time),data=Ovary,random=p
dDiag(~sin(2*pi*Time)))
fm5Ovary.lme<-update(fm1Ovary.lme,corr=corARMA(p=1,q=1))

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 ?

Stephan Moratti



-----------------------------
Dipl. Psych. Stephan Moratti
Dept. of Psychology
University of Konstanz
P.O Box D25
Phone: +40 (0)7531 882385
Fax: +49 (0)7531 884601
D-78457 Konstanz, Germany

e-mail: Stephan.Moratti at uni-konstanz.de
http://www.clinical-psychology.uni-konstanz.de/

Stephan Moratti wrote:
> Trying following example from Pinheiro and Bates in order to fit an
> ARMA(1,1) model:
> 
> library(nlme)
>
fm1Ovary.lme<-lme(follicles~sin(2*pi*Time)+cos(*pi*Time),data=Ovary,random=p
> dDiag(~sin(2*pi*Time)))
> fm5Ovary.lme<-update(fm1Ovary.lme,corr=corARMA(p=1,q=1))
> 
> 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.