[R] Extracting Phi from gls/lme

[Peter Dalgaard]

John Logsdon <j.logsdon at quantex-research.com> writes:

> I am trying to extract into a scalar the value of Phi from the printed
> output of gls or lme using corAR1 correlation.  ie I want the estimate of
> the autocorrelation.  I can't see how to do this and haven't seen it
> anywhere in str(model.lme).
> 
> I can get all the other information - fixed and random effects etc.
> 
> Is there an obvious way so that I can save the brick wall some damage?

Just be soft in the head...

Seriously, I think the recipe is to drill down into model.lme until
you find the corAR1 class object,  like this, I think.

x <- model.lme$modelStruct$corStruct
coef(x,unconstrained=FALSE). 

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
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