Giuseppe Pagnoni
2013-Jun-07 09:01 UTC
[R-sig-Debian] Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
Dear all,
I am estimating a mixed-model in Ubuntu Raring (13.04¸ amd64), with the
code:
fm0 <- lme(rt ~ run + group * stim * cond,
random=list(
subj=pdSymm(~ 1 + run),
subj=pdSymm(~ 0 + stim)),
data=mydat1)
When I check the approximate variance-covariance matrix, I get:
> fm0$apVar
[1] "Non-positive definite approximate variance-covariance"
*However*, if I do the same on a Windows or a Mac OS X machine, I get:
> fm0$apVar
reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1
reStruct.subj1 1.952757e-01 3.130089e-01 5.766955e-01 -0.1034862377
reStruct.subj2 3.130089e-01 5.703211e-01 9.864047e-01 -0.1937902915
reStruct.subj3 5.766955e-01 9.864047e-01 1.861434e+00 -0.3303689957
reStruct.subj1 -1.034862e-01 -1.937903e-01 -3.303690e-01 0.0941652375
reStruct.subj2 -3.464557e-03 -5.933008e-03 -1.102904e-02 0.0163847582
reStruct.subj3 -6.826057e-01 -1.186231e+00 -2.122872e+00 0.3705613715
lSigma -2.058254e-06 -4.764783e-06 1.653583e-05 -0.0000146693
reStruct.subj2 reStruct.subj3 lSigma
reStruct.subj1 -3.464557e-03 -6.826057e-01 -2.058254e-06
reStruct.subj2 -5.933008e-03 -1.186231e+00 -4.764783e-06
reStruct.subj3 -1.102904e-02 -2.122872e+00 1.653583e-05
reStruct.subj1 1.638476e-02 3.705614e-01 -1.466930e-05
reStruct.subj2 1.931738e-02 -2.020354e-02 -1.925015e-05
reStruct.subj3 -2.020354e-02 2.825301e+00 2.967063e-05
lSigma -1.925015e-05 2.967063e-05 6.299813e-05
attr(,"Pars")
reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1 reStruct.subj2
4.570267 4.299735 1.282732 4.859346 3.206102
reStruct.subj3 lSigma
-2.631377 5.308304
attr(,"natural")
[1] TRUE
I am unable to figure out the reason why I get such a difference in the
output: all the machines are running the latest version of R (3.0.1) and
nlme package (3.1-109) as of today (updated from the CRAN master site).
Many thanks in advance for any suggestions,
best
--
Giuseppe Pagnoni
Dip. Scienze Biomediche, Metaboliche e Neuroscienze
Sezione Fisiologia e Neuroscienze
Univ. di Modena e Reggio Emilia
Via Campi 287
I-41125 Modena, Italy
Tel: +39-059-205-5742
Fax: +39-059-205-5363
[[alternative HTML version deleted]]
Dirk Eddelbuettel
2013-Jun-07 11:52 UTC
[R-sig-Debian] Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
On 7 June 2013 at 11:01, Giuseppe Pagnoni wrote:
| Dear all,
|
| I am estimating a mixed-model in Ubuntu Raring (13.04? amd64), with the
| code:
|
| fm0 <- lme(rt ~ run + group * stim * cond,
| random=list(
| subj=pdSymm(~ 1 + run),
| subj=pdSymm(~ 0 + stim)),
| data=mydat1)
|
| When I check the approximate variance-covariance matrix, I get:
|
| > fm0$apVar
| [1] "Non-positive definite approximate variance-covariance"
This comes from the BLAS / LAPACK libraries which you can switch in Debian /
Ubuntu. Eg I (currently) have both defaults and openblas installed:
edd at max:~$ COLUMNS=72 dpkg -l | grep -i "blas\|lapack"
ii libblas-dev 1.2.20110419 amd64 Basic Linear Algebra Subroutines
ii libblas-test 1.2.20110419 amd64 Basic Linear Algebra Subroutines
ii libblas3 1.2.20110419 amd64 Basic Linear Algebra Reference im
ii libblas3gf 1.2.20110419 all Transitional package for libblas
ii liblapack-dev 3.4.2-1~exp3 amd64 Library of linear algebra routine
ii liblapack-pic 3.4.2-1~exp3 amd64 Library of linear algebra routine
ii liblapack3 3.4.2-1~exp3 amd64 Library of linear algebra routine
ii liblapack3gf 3.4.2-1~exp3 all Transitional package for liblapac
ii libopenblas-ba 0.2.6-1~exp1 amd64 Optimized BLAS (linear algebra) l
ii libopenblas-de 0.2.6-1~exp1 amd64 Optimized BLAS (linear algebra) l
edd at max:~$
The virtual package libblas is provided by the reference blas, atlas
("tuned") and openblas (multicore); similar for lapack.
edd at max:~$ apt-cache search libblas
libblas-dev - Basic Linear Algebra Subroutines 3, static library
libblas-doc - Basic Linear Algebra Subroutines 3, documentation
libblas3 - Basic Linear Algebra Reference implementations, shared library
libatlas-base-dev - Automatically Tuned Linear Algebra Software, generic static
libatlas3-base - Automatically Tuned Linear Algebra Software, generic shared
libblas-test - Basic Linear Algebra Subroutines 3, testing programs
libblas3gf - Transitional package for libblas
libopenblas-base - Optimized BLAS (linear algebra) library based on GotoBLAS2
libopenblas-dev - Optimized BLAS (linear algebra) library based on GotoBLAS2
edd at max:~$
Try installing another package and see if that matters.
The Windows and OS X versions of R will have used its internally packaged
(not tuned, not multicore) BLAS/LAPACK. This can be changed there too; see
the R Admin+Inst manual.
Dirk
| *However*, if I do the same on a Windows or a Mac OS X machine, I get:
|
| > fm0$apVar
| reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1
| reStruct.subj1 1.952757e-01 3.130089e-01 5.766955e-01 -0.1034862377
| reStruct.subj2 3.130089e-01 5.703211e-01 9.864047e-01 -0.1937902915
| reStruct.subj3 5.766955e-01 9.864047e-01 1.861434e+00 -0.3303689957
| reStruct.subj1 -1.034862e-01 -1.937903e-01 -3.303690e-01 0.0941652375
| reStruct.subj2 -3.464557e-03 -5.933008e-03 -1.102904e-02 0.0163847582
| reStruct.subj3 -6.826057e-01 -1.186231e+00 -2.122872e+00 0.3705613715
| lSigma -2.058254e-06 -4.764783e-06 1.653583e-05 -0.0000146693
| reStruct.subj2 reStruct.subj3 lSigma
| reStruct.subj1 -3.464557e-03 -6.826057e-01 -2.058254e-06
| reStruct.subj2 -5.933008e-03 -1.186231e+00 -4.764783e-06
| reStruct.subj3 -1.102904e-02 -2.122872e+00 1.653583e-05
| reStruct.subj1 1.638476e-02 3.705614e-01 -1.466930e-05
| reStruct.subj2 1.931738e-02 -2.020354e-02 -1.925015e-05
| reStruct.subj3 -2.020354e-02 2.825301e+00 2.967063e-05
| lSigma -1.925015e-05 2.967063e-05 6.299813e-05
| attr(,"Pars")
| reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1 reStruct.subj2
| 4.570267 4.299735 1.282732 4.859346 3.206102
| reStruct.subj3 lSigma
| -2.631377 5.308304
| attr(,"natural")
| [1] TRUE
|
|
| I am unable to figure out the reason why I get such a difference in the
| output: all the machines are running the latest version of R (3.0.1) and
| nlme package (3.1-109) as of today (updated from the CRAN master site).
|
| Many thanks in advance for any suggestions,
|
| best
|
| --
| Giuseppe Pagnoni
| Dip. Scienze Biomediche, Metaboliche e Neuroscienze
| Sezione Fisiologia e Neuroscienze
| Univ. di Modena e Reggio Emilia
| Via Campi 287
| I-41125 Modena, Italy
| Tel: +39-059-205-5742
| Fax: +39-059-205-5363
|
| [[alternative HTML version deleted]]
|
|
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--
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com