[R-sig-ME] nlme book
A.Robinson at ms.unimelb.edu.au
Mon Apr 11 07:19:26 CEST 2011
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.
On Mon, Apr 11, 2011 at 12:42:22AM -0400, Dominick Samperi wrote:
> 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.
> R-sig-mixed-models at r-project.org mailing list
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