[R] what's wrong with my "gls"? it does not allocate memory... even for the simplest AR1 model...

Spencer Graves spencer.graves at pdf.com
Thu May 18 02:35:43 CEST 2006


	  What are col1, ..., col6?  Try the following:

	  sapply(data2, class)

	  Are any of these "factors"?  If yes, how many levels?  Do you still 
get the same error from the following:

gls(col1 ~ 1, data=data2, corr=corAR1(0.3202), method='ML')

	  If this works, I might then try a binary search to help isolate the 
problem, starting perhaps with something like the following:

gls(col1 ~ col2+col3+col4-1, data=data2, corr=corAR1(0.3202), method='ML')

gls(col1 ~ col5+col6-1, data=data2, corr=corAR1(0.3202), method='ML')

	  Also, how many observations in "data2"?  If "data2" has many rows, 
how far can you small can you make data2 and still get the same error?

	  Have you consulted Pinheiro and Bates (2000) Mixed-Effects Models in 
S and S-Plus (Springer)?  If no, I suggest you get that book and study 
it carefully before doing much more in this area.  Bates is one of the 
leading experts in this field, and the 'nlme' and 'lme4' packages are 
primarily his work, with the help of a number of graduate students, 
including Jose Pinheiro.  The book is reasonably well written, and 
contains much wisdom that is difficult to find elsewhere.

	  If you'd like more help from this listserve, PLEASE do read the 
posting guide! "www.R-project.org/posting-guide.html", especially the 
part about providing a simple, self-contained example that illustrates 
your problem.  Can you produce a much simpler example that produces the 
same error with, say, a data.frame of only 2 or 3 columns of random 
numbers that can be generated with only a very few lines of R code that 
would allow someone else to actually reproduce the error you see?  If 
you can do that, you will much more likely get a useful reply quicker.

	  And please include "sessionInfo()".  If you are NOT already on R2.3.0 
with nlme 3.1-72, please get current before you complain.

	  hope this helps.
	  Spencer Graves

Michael wrote:
>> myfit1 <- gls(col1 ~ col2+col3+col4+col5+col6-1, data=data2, corr=corAR1(
> 0.3202), method='ML')
> Error: cannot allocate vector of size 199712 Kb
> 
> if I get rid of the "corr=corAR1(0.3202)" option, it works okay...
> 
> can anybody help me?
> 
> thanks a lot!
> 
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