[R-sig-ME] GAMM convergence issue with temporal covariate

[Highland Statistics Ltd]

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Message: 2
Date: Mon, 12 Oct 2015 12:13:44 -0700
From: "Hannah L. Linder" <lindeh at uw.edu>
To: r-sig-mixed-models at r-project.org
Subject: [R-sig-ME] GAMM convergence issue with temporal covariate
Message-ID:
	<CAF0=RbauKGU3JOsPxBkuka=MBZZU0rZNkAyYt_or4p1h25wmBQ at mail.gmail.com>
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Hello,

I am working with a fairly simple model:

gamm(sv~s(day,bs="cr")+range+s(time,bs="cc"),correlation=corARMA(p=2,q=2)

In which day is Julian Day over one month, range is tidal range, and time
is coded 1-24 for hour of day.

I continually have singularity convergence problems with this model (the
error is:  nlminb
problem, convergence error code = 1 message = false convergence (8).

Increasing iterations does not help. When I run msVerbose I notice that
"day" covariate output values (there are two but I'm not completely sure
how to interpret them) keep increasing until the convergence errors occur.
I have also noticed that setting k=5 for the "day" covariate does not help
the convergence problem, but k=9 does (the default is 10) or k =20. I would
greatly appreciate any advice or recommendations on what may be causing the
problem.

Thank-you very much,
Hannah
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Hannah,

CorARMA(p = 2, q = 2) is not an easy one for the optimisation routine. Try simplifying it.
Additionally...the ARMA residual correlation structure may be competing with the time smoothers.
You could try to use fixed values for the ARMA parameters.


Alain Zuur