Hi there fellow R-users, I am trying to follow an example of modelling a serial correlation structure in the textbook "Mixed Effects Model in S and Splus". However, I am getting some very odd results. Here is what I am trying to run:
library(nlme) data(Ovary) fm1<-lme(follicles~sin(2*pi*Time)+cos(2*pi*Time),data=Ovary,random=pdDiag(~s in(2*pi*Time))) ### The example is fine up to here with all parameter estimates being identical to that in the book. fm2<-update(fm1,correlation=corAR1()) #### The parameters of fm2 are different to that in the book and plot(ACF(fm2)) ##### signifies that serial correlation still exists in the residuals. ###### When I try and run this (which runs fine in the book) fm5<-update(fm1,corr=corARMA(p=1,q=1)) #### I get the following error message #Error in "coef<-.corARMA"(*tmp*, value = c(62.3428455941166, 62.3428517930051 : # Coefficient matrix not invertible I have tried running the example on R for windows versions 1.7.1 and 1.8.1 with the same results. Can anyone shed light on this?? Perhaps another R-user could kindly run this example and see if they get the same results?? Kind regards, Wayne Dr Wayne R. Jones Senior Statistician / Research Analyst KSS Limited St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305 mailto:[EMAIL PROTECTED] http://www.kssg.com The information in this Internet email is confidential and m...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
