Displaying 20 results from an estimated 300 matches similar to: "corMatrix crashes with corARMA structure (PR#9952)"
2007 Oct 01
1
corMatrix crashes R 2.5.1 (windows XP) with corARMA structure
R-helpers,
n <- 100
arcoefs <- c(0.8)
macoefs <- c(-0.6)
p <- length(arcoefs)
q <- length(macoefs)
require(nlme)
tmp <- corARMA(value=c(arcoefs,macoefs), form=~1, p=p, q=q)
Sigma <- corMatrix(tmp, covariate = 1:n) # results in segfault
Have I used these commands in an improper way?
Thanks
Ben
2012 May 02
3
Consulta gráfica
Hola,
Por favor, ¿podríais indicarme qué recursos (librerías o ideas) pueden resultar de utilidad para crear un gráfico del estilo del de la figura 3.8 del siguiente link?
http://www.tsc.uvigo.es/BIO/Bioing/ChrLDoc3.html#3.5
Actualmente estoy utilizando funciones muy básicas y la verdad es que no me encuentro muy satisfecha con el resultado.
Muchas gracias.
Eva
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2006 Nov 20
1
My own correlation structure with nlme
Dear all,
I am trying to define my own corStruct which is different from the
classical one available in nlme. The structure of this correlation is
given below.
I am wondering to know how to continue with this structure by using
specific functions (corMatrix, getCovariate, Initialize,...) in order to
get a structure like corAR1, corSymm which will be working for my data.
Thanks in advance.
2005 Mar 22
2
LME correlation structures: user defined
Let me modify my question about user-defined covariance structures for LME models: Can somebody tell me how I can see the code for the definition of the correlation structures that come with the NLME package. Specifically I like to see the code for the functions coef, corMatrix, and intialize for any of the pre-defined correlation structures, and use this as a template to define a new correlation
2003 Jul 08
1
Questions about corARMA
Hi,
I'm a new member here in the list. I am a graduate from University of Georgia. Recently in doing analysis using lme on a dataset, I found several questions:
1. How to express the equation when the correlation structure is very complicated. For exmaple, if the fixed is y(t)=0.03x1(t)+1.5x2(t)(I omitted "hat" and others). And the model with corARMA(p=2,q=3) is proper. What will be
2005 Apr 14
1
lme, corARMA and large data sets
I am currently trying to get a "lme" analyses running to correct for the
non-independence of residuals (using e.g. corAR1, corARMA) for a larger data
set (>10000 obs) for an independent (lgeodisE) and dependent variable
(gendis). Previous attempts using SAS failed. In addition we were told by
SAS that our data set was too large to be handled by this procedure anyway
(!!).
SAS script
2005 Dec 09
1
R-help: gls with correlation=corARMA
Dear Madams/Sirs,
Hello. I am using the gls function to specify an arma correlation during
estimation in my model. The parameter values which I am sending the
corARMA function are from a previous fit using arima. I have had some
success with the method, however in other cases I get the following error
from gls: "All parameters must be less than 1 in absolute value". None
of
2007 Oct 10
2
documentation of .C (PR#9948)
Full_Name: Martin Schlather
Version: R version 2.7.0 Under development (unstable) (2007-10-01 r43043)
OS: Linux
Submission from: (NULL) (91.3.209.203)
Hi,
There are 2 dangers with using 'DUP=FALSE' mentioned:
* formal arguments
* lists
Would you also mention a third one, namely
that values in R are now only referenced whenever
possible and not always copied; hence .C(...,
2004 Jul 30
1
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 :
2005 Jun 10
1
Problems with corARMA
Dear all
I am tryiing to fit the following lme with an ARMA correlation structure:
test <- lme(fixed=fev1f~year, random=~1|id2, data=pheno2,
correlation=corARMA(value=0.2, form=~year|id2), na.action=na.omit)
But I get the following error message:
Error in getGroupsFormula.default(correlation, asList = TRUE) :
"Form" argument must be a formula
I have used this same form
2008 Feb 12
0
nlme & special case of corARMA?
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2004 Mar 09
2
corARMA and ACF in nlme
Hi R-sters,
Just wondering what I might be doing wrong. I'm trying to fit a multiple
linear regression model, and being ever mindful about the possibilities of
autocorrelation in the errors (it's a time series), the errors appear to
follow an AR1 process (ar(ts(glsfit$residuals)) selected order 1). So,
when I go back and try to do the simultaneous regression and error fit with
gls,
2003 Jul 09
0
model selection in lme when corARMA is assumed
I have a data analysis job for which lme may be used. Prof. Spencer Graves had helped me much on that. I'm really appreciated for that. Could anybody else in the list give me some hints from other perspectives? I hope I can learn as much as possible for this complicated real data.
Thanks in advance.
Hanhan
To briefly describe my data: My data is health effect measurements (y) and personal
2012 Apr 19
2
Gls function in rms package
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
2009 May 01
1
computationally singular and lack of variance parameters in SEM
Hi all,
I am trying to set up a simple path analysis in the SEM package, but I am
having some trouble. I keep getting the following error message or
something similar with my model, and I'm not sure what I'm doing wrong:
Error in solve.default(C) :
system is computationally singular: reciprocal condition number =
2.2449e-20
In addition: Warning message:
In sem.default(ram = ram, S = S,
2005 Oct 31
2
nlme error message
Dear Friends,
I am seeking for any help on an error message in lme
functions. I use mixed model to analyze a data with
compound symmetric correlation structure. But I get an
error message: "Error in corMatrix.corCompSymm(object) :
NA/NaN/Inf in foreign function call (arg 1)". If I change
the correlation structure to corAR1, then no error. I have
no clue how to solve this problem.
2012 Feb 17
2
Error message in gamm. Problem with temporal correlation structure
HELLO ALL,
I AM GETTING AN ERROR MESSAGE WHEN TRYING TO RUN A GAMM MODEL LIKE THE ONE BELOW.
I AM USING R VERSION 2.14.1 (2011-12-22) AND MGCV 1.7-12.
M1 <-gamm(DepVar ~ Treatment + s(Year, by =Treatment), random=list(Block=~1), na.action=na.omit, data = mydata, correlation = corARMA(form =~ Year|Treatment, p = 1, q = 0))
THIS IS THE ERROR MESSAGE
Error in `*tmp*`[[k]] : attempt to
2013 May 17
2
peering inside functions in a package?
Let's say I would like to look inside the function corBrownian in library
(ape). When I type in the function name I get the following, which is not
nearly the detail that goes into this function. I am wondering how to
begin cracking this function open (and others) so I can learn more about it
and perhaps code my own corClass one day. Thanks.
> corBrownian
function (value = 1, phy, form
2004 Apr 05
3
2 lme questions
Greetings,
1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object.
2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess
2007 Jul 31
5
Plotting a smooth curve from predict
Probably a very simple query:
When I try to plot a curve from a fitted polynomial, it comes out rather
jagged, not smooth like fitted curves in other stats software. Is there
a way of getting a smooth curve in R?
What I'm doing at the moment (for the sake of example) is:
> x <- c(1,2,3,4,5,6,7,8,9,10)
> y <- c(10,9,8,7,6,6.5,7,8,9,10)
> b <- data.frame(cbind(x,y))
>