[R] Gls function in rms package

[Frank Harrell]

Hi Mark,

I'm sorry I forgot about this.  I found that Gls was out of date with
respect to gls.  It's now fixed and you can
source('http://biostat.mc.vanderbilt.edu/tmp/Gls.s') to override the old
version with the fixed version until the next release of rms.  You won't
need the workaround below.
Frank

Mark Seeto wrote
> 
> Frank, sorry if I seem impatient, but do you know approximately when
> this will be fixed?
> 
> In the meantime, if I have
> 
> library(nlme)
> library(rms)
> d <- data.frame(x = rnorm(50), y = rnorm(50))
> 
> and I'm interested in the 3 df test for x that I would get from
> 
> anova(Gls(y ~ rcs(x, 4), data=d, correlation = corARMA(p=2)))
> 
> is it sensible to instead do the following?
> 
> d$x. <- rcspline.eval(d$x, nk=4)[, 1]
> d$x.. <- rcspline.eval(d$x, nk=4)[, 2]
> gls.intercept <- gls(y ~ 1, data=d, correlation=corARMA(p=2), method="ML")
> gls.rcs4 <- gls(y ~ x + x. + x.., data=d, correlation=corARMA(p=2),
> method="ML")
> anova(gls.intercept, gls.rcs4)
> 
> Thanks,
> Mark Seeto
> National Acoustic Laboratories, Australia
> 
> 
>> Appears to be a definite bug, probably caused by having more than one
>> correlation parameter.  I hope to have this fixed within 3 days.
>> Frank
>>
>> Mark Seeto wrote
>>> 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
> 
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-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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