[R-sig-ME] nlme book

[Andrew Robinson]

Hi Dominick,

try

plot(ACF(fm3Dial.gls, form = ~ 1 | Subject, resType="n"), alpha = 0.01)

which asks R to normalize the covariance matrix of the residuals by
transformation (according to the model) before computing the ACF.

Cheers

Andrew



On Mon, Apr 11, 2011 at 12:42:22AM -0400, Dominick Samperi wrote:
> Hello,
> 
> I'm having trouble getting one of the examples from Pinheiro
> and Bates working and I wonder if somebody can help?
> Maybe this is an R/S compatibility issue?
> 
> Following the Dialyzer example on pp. 255-260 I tried:
> 
> fm1Dial.gls <- gls(rate ~ (pressure + I(pressure^2) + I(pressure^3) +
> I(pressure^4))*QB, Dialyzer)
> 
> fm2Dial.gls <- update(fm1Dial.gls, weights = varPower(form = ~ pressure))
> 
> fm3Dial.gls <- update(fm2Dial.gls, correlation = corAR1(0.771, form =
> ~ 1 | Subject))
> 
> plot(ACF(fm3Dial.gls, form = ~ 1 | Subject), alpha = 0.01)
> 
> The problem is the plot still shows significant autocorrelations at
> lags 1 and 2, like Figure 5.20 on P. 258, and not like the
> autocorrelation-free Figure 5.21 on P. 260.
> 
> Thanks,
> Dominick
> 
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-- 
Andrew Robinson  
Program Manager, ACERA 
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia               (prefer email)
http://www.ms.unimelb.edu.au/~andrewpr              Fax: +61-3-8344-4599
http://www.acera.unimelb.edu.au/

Forest Analytics with R (Springer, 2011) 
http://www.ms.unimelb.edu.au/FAwR/
Introduction to Scientific Programming and Simulation using R (CRC, 2009): 
http://www.ms.unimelb.edu.au/spuRs/