[R] Using corStruct in nlme

[Duncan Murdoch]

On 7/18/2006 2:28 PM, grieve at u.washington.edu wrote:
> I am having trouble fitting correlation structures within nlme. I would like to 
> fit corCAR1, corGaus and corExp correlation structures to my data.  I either 
> get the error "step halving reduced below minimum in pnls step" or 
> alternatively R crashes.
> 
> My dataset is similar to the CO2 example in the nlme package. The one major 
> difference is that in my case the 'conc' steps are not the same for each 'Plant'. I have replicated the problem using the CO2 data in nlme (based off of the Ch08.R script).
> 
> This works (when 'conc' is the same for each 'Plant':
> 
> (fm1CO2.lis <- nlsList(SSasympOff, CO2))
> (fm1CO2.nlme <- nlme(fm1CO2.lis, control = list(tolerance = 1e-2)))
> (fm2CO2.nlme <- update(fm1CO2.nlme, random = Asym + lrc ~ 1))
> CO2.nlme.var <- update(fm2CO2.nlme,
>  fixed = list(Asym ~ Type * Treatment, lrc + c0 ~ 1),
>  start = c(32.412, 0, 0, 0, -4.5603, 49.344), 
>  weights=varConstPower(fixed=list(const=0.1, power=1)), verbose=T)
> 
> CO2.nlme.CAR<-update(CO2.nlme.var, corr=corCAR1())
> 
> CO2.nlme.gauss<-update(CO2.nlme.var, 
> correlation=corGaus(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
> 
> CO2.nlme.exp<-update(CO2.nlme.var, 
> correlation=corExp(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)  
> 
> But, if i change each of the 'conc' numbers slightly so that they are no longer identical between subjects i can only get the corCAR1 correlation to work while R crashes for both corExp and corGaus:
> 
> for(i in 1:length(CO2$conc)){
>     CO2$conc[i]<-(CO2$conc[i]+rnorm(1))
> }
> 
> (fm1CO2.lis <- nlsList(SSasympOff, CO2))
> (fm1CO2.nlme <- nlme(fm1CO2.lis, control = list(tolerance = 1e-2)))
> (fm2CO2.nlme <- update(fm1CO2.nlme, random = Asym + lrc ~ 1))
> CO2.nlme.var <- update(fm2CO2.nlme,
>  fixed = list(Asym ~ Type * Treatment, lrc + c0 ~ 1),
>  start = c(32.412, 0, 0, 0, -4.5603, 49.344), 
>  weights=varConstPower(fixed=list(const=0.1, power=1)), verbose=T)
> 
> CO2.nlme.CAR<-update(CO2.nlme.var, corr=corCAR1())
> 
> CO2.nlme.gauss<-update(CO2.nlme.var, 
> correlation=corGaus(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
> 
> CO2.nlme.exp<-update(CO2.nlme.var, 
> correlation=corExp(form=~as.numeric(conc)|Plant,nugget=F), data=CO2) 
> 
> I have read Pinheiro & Bates (2000) and i think that it should be possible to fit these correlation structures to my data, but maybe i am mistaken.
> 
> I am running R 2.3.1 and have recently updated all packages.

I reproduced this once in R-patched, but since then have been unable to 
do so.  I can reproduce it reliably with "set.seed(1)" at the start in R 
2.3.1.  So it looks to me as though we've probably done something to 
make the error less likely, but not completely fixed it.

If you can find a script (including set.seed() to some value) that 
reliably causes a crash in R-patched, could you let me know?

You can get R-patched from CRAN in the bin/windows/base directory.

Duncan Murdoch