[R] Gls function in rms package

[Mark Seeto]

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 `coef<-.corARMA`(`*tmp*`, value = value[parMap[, i]]) :
#  NA/NaN/Inf in foreign function call (arg 1)
Gls(y ~ x, data=d, correlation = corARMA(p=1))  #This works

I would rather use Gls than gls so that I can represent a variable
with a spline using rcs. I'm using version 3-5.0 of rms in R 2.15.0.

Thanks for any help you can give.

Mark Seeto