[R-sig-ME] gls() funcion after R upgrade
Alday, Phillip
Ph||||p@A|d@y @end|ng |rom mp|@n|
Tue Feb 19 00:43:42 CET 2019
Dear Fabio,
Your example runs fine on my machine, and I have a comparable R and nlme
version. Have you tried re-installing nlme and all its dependencies?
install.packages("nlme",dependencies=TRUE)
Sometimes dependencies can get out of sync and this can lead to weird
errors. (I've had this happen when lme4 was compiled against a different
Rcpp version than Matrix.)
As a sidebar, I get different estimates than your old output had:
>
gls(as.formula(f),correlation=corARMA(p=2,q=3,fixed=FALSE),data=db,weights=varExp(),method="ML")
Generalized least squares fit by maximum likelihood
Model: as.formula(f)
Data: db
Log-likelihood: 11.74371
Coefficients:
ITOD EU_CH
-0.3123153 -0.4979789
Correlation Structure: ARMA(2,3)
Formula: ~1
Parameter estimate(s):
Phi1 Phi2 Theta1 Theta2 Theta3
0.7542011 -0.2467866 0.8989841 0.9444138 0.9092150
Variance function:
Structure: Exponential of variance covariate
Formula: ~fitted(.)
Parameter estimates:
expon
-0.01497128
Degrees of freedom: 71 total; 69 residual
Residual standard error: 0.817064
(Note that "power" is now called "expon" for "exponent".) The small
differences in the exponent and the coefficients could be numerical
issues, but the big differences in ARMA seem a bit worrying. The
log-likelihood of 'my' fit is better, but the residual standard error is
worse.
Best,
Phillip
> sessionInfo()
R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Linux Mint 19.1
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/openblas/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/libopenblasp-r0.2.20.so
::snip::
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] nlme_3.1-137
loaded via a namespace (and not attached):
[1] compiler_3.5.2 grid_3.5.2 lattice_0.20-38
On 11/2/19 9:40 am, Fabio Fanoni wrote:
> Dear all,
>
> I have been using the package nlme for about a year through the software R
>
> Recently, following an update of R (and the corresponding nlme package), in some situations the gls() function does not work.
>
>
> The following lines of code
>
> require(nlme)
> db<-read.csv2("G:\\Dati.csv",as.is=TRUE)
> f<-"DELTA_INVNORM_STD ~ 0+ ITOD + EU_CH"
> gls(as.formula(f),correlation=corARMA(p=2,q=3,fixed=FALSE),data=db,weights=varExp(),method="ML")
>
>
> with the old version of R returns the following output:
>
> Generalized least squares fit by maximum likelihood
> Model: as.formula(f)
> Data: db
> Log-likelihood: -36.13853
>
> Coefficients:
> ITOD EU_CH
> -0.3138869 -0.5010393
>
> Correlation Structure: ARMA(2,3)
> Formula: ~1
> Parameter estimate(s):
> Phi1 Phi2 Theta1 Theta2 Theta3
> 0.50054107 -0.07357577 0.91847373 0.66706344 0.51689285
> Variance function:
> Structure: Power of variance covariate
> Formula: ~fitted(.)
> Parameter estimates:
> power
> -0.01893321
> Degrees of freedom: 71 total; 69 residual
> Residual standard error: 0.4077908
>
>
> while with the new one version of R ends with the following error message
>
> Error in `coef<-.corARMA`(`*tmp*`, value = value[parMap[, i]]) :
> NA/NaN/Inf in foreign function call (arg 1)
>
>
>
> here are the parameters of the old version of R
>
>> sessionInfo()
> R version 3.3.2 (2016-10-31)
> Platform: i386-w64-mingw32/i386 (32-bit)
> Running under: Windows >= 8 x64 (build 9200)
>
> locale:
> [1] LC_COLLATE=Italian_Italy.1252 LC_CTYPE=Italian_Italy.1252 LC_MONETARY=Italian_Italy.1252
> [4] LC_NUMERIC=C LC_TIME=Italian_Italy.1252
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] nlme_3.1-128
>
> loaded via a namespace (and not attached):
> [1] tools_3.3.2 grid_3.3.2 lattice_0.20-34
>
>
>
> and the correspondents of the new one
>
>> sessionInfo()
> R version 3.5.2 (2018-12-20)
> Platform: i386-w64-mingw32/i386 (32-bit)
> Running under: Windows >= 8 x64 (build 9200)
>
> Matrix products: default
>
> locale:
> [1] LC_COLLATE=Italian_Italy.1252 LC_CTYPE=Italian_Italy.1252 LC_MONETARY=Italian_Italy.1252
> [4] LC_NUMERIC=C LC_TIME=Italian_Italy.1252
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] nlme_3.1-137
>
> loaded via a namespace (and not attached):
> [1] compiler_3.5.2 tools_3.5.2 grid_3.5.2 lattice_0.20-38
>
> The data used are shown below
>
>
> I wonder if someone could help me to solve this problem.
>
> Best regards,
>
> Fabio Fanoni
>
>
> DELTA_INVNORM_STD;ITOD;EU_CH
> -1,01888891391635;1,11744160507933;0,164921569515933
> -1,7287582158078;1,33122211515022;0,192399322297369
> -1,92084919508607;1,42620153798496;0,119394703266418
> -1,07481132504896;1,40851069525448;-0,21451386962765
> 0,368325144516397;1,143582080184;-0,541418306765893
> 1,60232300735139;0,877753890833926;-0,540071359447086
> 1,79762928248747;0,585114281768911;-0,457099318942592
> 0,91995670533225;0,300270733467356;-0,292232806294851
> -0,0262660321428139;0,20146037523289;-0,236469135573377
> -1,02121152912805;0,0419782544708825;-0,345437279939175
> -1,10672650470506;0,0574913198102401;-0,366584376685452
> -1,39178681241528;0,33582796272111;-0,222730255141816
> -1,1454072922613;0,119188584353956;-0,00950828000562807
> -0,958672816825354;-0,0667970836192611;0,4570747351185
> -1,32272038017045;-0,307712992787705;0,958678420940093
> -0,907400017348963;-0,781894397724971;1,3426934842003
> -1,24178782808971;-0,502123817789113;1,78543551198139
> -0,727279530248652;-0,198729005124588;1,65424271463061
> -0,663683090224516;-0,00292614483254617;1,29016249027665
> -0,870662613154294;0,284152373447782;0,852269477692287
> -0,740956260890321;0,212558271927232;0,359286261984589
> -0,875175106507846;0,16921613723138;0,301636857743261
> -0,159691021207123;0,344902273564796;0,406160071512065
> 0,485359221230746;0,405193753056144;0,545299871378597
> 0,91806657022351;0,51772409209882;0,664639525858513
> 0,94182403298868;0,624398008842597;0,721750147939642
> 0,772810225693767;0,669380547864261;0,746938090683181
> 0,454079892235428;0,829860577818214;0,875841077996076
> 0,216198540864624;0,85936757871922;1,06778126286636
> -0,390013295840405;0,820301653758161;1,32356681853436
> -1,08957286663887;0,735286971796754;1,51483352772482
> -1,7181964072478;0,54188741408352;1,59807495122772
> -2,14142427321141;0,3080114833751;1,30188093962788
> -1,73631132303729;0,242276386254216;0,821154955431617
> -1,14832298161027;-0,168559611137128;0,390400772122712
> -0,199657255063557;-0,673990227176314;-0,425580724204736
> 0,637711021315926;-1,26311924357155;-0,777807797606142
> 1,13372564859946;-2,22697608948676;-1,02793616079627
> 1,3387228312938;-2,67326030450369;-1,25476231880355
> 1,13410628583832;-2,41425486942835;-0,769187327492251
> 1,20371911407773;-1,73317141026889;-0,4868668898436
> 1,04245681382429;-0,627677467262121;-0,517038541303494
> 1,19122635858486;0,318264079861633;-0,902669938921763
> 1,10644115835792;0,53399823108225;-1,58826681113873
> 0,657027862693417;0,566924775110004;-2,16826290930735
> 0,391546504792817;0,382793958142103;-2,37380727704873
> -0,121513593301095;0,113508212335312;-2,28814134594747
> 0,090587410027589;-0,10456301293743;-1,92150191643467
> 0,293363258062962;-0,599038773090656;-1,5279235122598
> 0,490646403474033;-1,16804784867814;-1,10646327070376
> 0,663013157660536;-1,68022387383074;-0,281457211581005
> 0,48006697458688;-2,17535440458421;0,0140633243390067
> 0,33992207153128;-2,15751594621565;0,415319331867849
> 0,485131796838891;-1,91164287702336;0,74289724468591
> 0,645057199360022;-1,64072137764755;0,715150100824384
> 0,830719890823037;-1,20839230550334;0,886616664628225
> 1,00060688160202;-0,799350150825283;0,78775063121476
> 0,799516770753564;-0,474799224784852;0,620190215847712
> 0,884527141039385;-0,111321336688718;0,400772282236831
> 0,77592825475446;0,41873781137028;0,214623979323192
> 0,897761905934407;0,618216183184323;-0,371702774880583
> 1,23087946317063;0,86282014652723;-1,04275259746654
> 1,1730433788867;1,03592979384644;-1,50933562067236
> 1,18413315011977;0,843466359597336;-1,89254251877396
> 0,522306442129412;0,786432900675309;-1,199941514842
> -0,423472231576842;0,534354713733984;-0,258289703958632
> -1,02160314495135;0,445296924001273;0,367637345059225
> -1,2194743130469;0,791437804698057;0,831122380946011
> -0,682787491324478;0,735393577499657;0,636488297397258
> -0,277058822726022;0,988210808618591;0,362382895620209
> -0,0283252883031908;1,18581655608866;0,466771415869385
>
>
>
>
> Fabio Fanoni
> SVILUPPO MODELLI DI CREDITO
> Piazza Garibaldi 16
> 23100 Sondrio (SO)
> Banca Popolare di Sondrio
> Tel. +390342528920
> fabio.fanoni using popso.it<mailto:fabio.fanoni using popso.it>
>
>
> AVVERTENZE LEGALI - I contenuti di questo messaggio, proveniente da un indirizzo di posta elettronica aziendale della Banca Popolare di Sondrio, e gli eventuali allegati possono essere letti e utilizzati, per esigenze lavorative, da chi opera alle dipendenze o per conto della stessa, o ? comunque cointeressato nell'inerente relazione d'affari. Le dichiarazioni, ivi contenute, non impegnano contrattualmente la Banca Popolare di Sondrio se non nei limiti di quanto eventualmente previsto in accordi opportunamente formalizzati. Se il messaggio ? stato ricevuto per errore ce ne scusiamo, pregando di segnalare ci? al mittente e poi di distruggerlo senza farne alcun uso poich? l'utilizzo senza averne diritto ? vietato dalla legge e potrebbe costituire reato.
>
> DATI SOCIETARI - BANCA POPOLARE DI SONDRIO - Societ? cooperativa per azioni - Fondata nel 1871
> Sede sociale e direzione generale: I - 23100 SONDRIO SO - piazza Garibaldi, 16
> Indirizzo Internet: http:[doppiabarra]www[punto]popso[punto]it - E-mail: info[chiocciola]popso[punto]it
> Iscritta al Registro delle Imprese di Sondrio al n. 00053810149, all'Albo delle Banche al n. 842, all'Albo delle Societ? Cooperative al n. A160536 Capogruppo del Gruppo bancario Banca Popolare di Sondrio, iscritto all'Albo dei Gruppi bancari al n. 5696.0 Aderente al Fondo Interbancario di Tutela dei Depositi e al Fondo Nazionale di Garanzia - Codice fiscale e partita IVA: 00053810149
> Capitale sociale: EUR 1.360.157.331 - Riserve: EUR 947.325.264 (Dati approvati dall'Assemblea dei soci del 29 aprile 2017).
>
> N.B. I "filtri antivirus" e "antispam" in uso su molti sistemi di posta elettronica possono talvolta ritardare o impedire, in tutto o in parte, il recapito dei messaggi. In tali casi, salvo verifica di avvenuta ricezione, pu? essere necessario modificare i contenuti o le modalit? d'invio.
>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
More information about the R-sig-mixed-models
mailing list