[R-sig-ME] R: R: gls() funcion after R upgrade
Fabio Fanoni
|@b|o@|@non| @end|ng |rom pop@o@|t
Tue Feb 26 09:12:50 CET 2019
On the web page
https://cran.r-project.org/web/packages/nlme/index.html
I found the following link
https://bugs.r-project.org
that re-directs me to:
https://bugs.r-project.org/bugzilla/
(Bugzilla - Main Page)
To enter a new bug report you must have an account (email address and password).
Unfortunately, I can't find, on this website, the link for creating a new account.
In the homepage header, either clicking on "New" or clicking on "Log In" I have to insert Email Address and Password
Would you have an idea on how to create an account?
Fabio Fanoni
SVILUPPO MODELLI DI CREDITO
Piazza Garibaldi 16
23100 Sondrio (SO)
Banca Popolare di Sondrio
Tel. +390342528920 | Mobile. | Fax.
fabio.fanoni using popso.it
-----Messaggio originale-----
Da: Phillip Alday <phillip.alday using mpi.nl>
Inviato: martedì 19 febbraio 2019 17:43
A: Fabio Fanoni <fabio.fanoni using popso.it>; r-sig-mixed-models using r-project.org
Oggetto: Re: R: [R-sig-ME] gls() funcion after R upgrade
This seems like a bug / compiler issue on 32-bit Windows. I don't have a convenient Windows machine to test it out myself, but you should report it (along with your minimal example):
https://cran.r-project.org/web/packages/nlme/index.html
Also: for many reasons (performance, ability to work with larger datasets, etc.), if you have access to the 64-bit versions, you should be using them!
Phillip
On 19/2/19 5:02 pm, Fabio Fanoni wrote:
> Dear Phillip,
>
> thanks for the reply
>
> I tried both to re-install the package nlme (and all its dependencies)
> and to re-install R as a whole but I always get the same error message
>
> The problem seems to be related to the varExp() variance function
> structures on a 32-bit windows platform With 64-bit windows platform,
> the old version 3.3.2 and the new version 3.5.2 produce the same
> results At the same time, the varPower() function always produces the
> same results regardless of the windows platform or version of R The
> following table shows the coefficients obtained according to the
> platform (32 bit / 62 bit), version of R and variance function
>
> Platform Version weights ITOD EU_CH
> windows 32 bit 3.3.2 varExp() -0.1053291 -0.4406068
> windows 32 bit 3.5.2 varExp() <NA> <NA>
> windows 64 bit 3.3.2 varExp() -0.3011427 -0.5537158
> windows 64 bit 3.5.2 varExp() -0.3011427 -0.5537158
> windows 32 bit 3.3.2 varPower() -0.3138869 -0.5010393
> windows 32 bit 3.5.2 varPower() -0.3138869 -0.5010393
> windows 64 bit 3.3.2 varPower() -0.3138868 -0.5010394
> windows 64 bit 3.5.2 varPower() -0.3138868 -0.5010394
>
> linux 64 bit 3.5.2 varExp() -0.3123153 -0.4979789
>
> These values differ from what I reported in the previous e-mail. For a “copy and paste” mistake, in the previous e-mail I reported the results obtained with the varPower() function instead of varExp() function.
>
> Here is the correct output
>
>> gls(as.formula(f),correlation=corARMA(p=2,q=3,fixed=FALSE),data=db,we
>> ights=varExp(),method="ML")
> Generalized least squares fit by maximum likelihood
> Model: as.formula(f)
> Data: db
> Log-likelihood: 12.11128
>
> Coefficients:
> ITOD EU_CH
> -0.1053291 -0.4406068
>
> Correlation Structure: ARMA(2,3)
> Formula: ~1
> Parameter estimate(s):
> Phi1 Phi2 Theta1 Theta2 Theta3
> 0.6485554 -0.1750409 0.9450232 0.9566344 0.9566288 Variance
> function:
> Structure: Exponential of variance covariate
> Formula: ~fitted(.)
> Parameter estimates:
> expon
> -0.0007047246
> Degrees of freedom: 71 total; 69 residual Residual standard error:
> 0.7740528
>
> On the 3.5.2 version of R, the sessionInfo() show "Matrix products: default" whereas in the 3.3.2 version this message does not appear.
>
> If I set options(matprod="internal") on the 3.5.2 I avoid the error
> but the results I get are very different from those of version 3.3.2
>
> If I use the REML method instead of the ML I get much more similar
> results but, at the same time, very different from those I would get
> with the same method on the version 3.2.2
>
> Maybe these clues can inspire a solution?
>
>
> Fabio
>
>
>
>
>
> -----Messaggio originale-----
> Da: Alday, Phillip <Phillip.Alday using mpi.nl>
> Inviato: martedì 19 febbraio 2019 00:44
> A: Fabio Fanoni <fabio.fanoni using popso.it>;
> r-sig-mixed-models using r-project.org
> Oggetto: Re: [R-sig-ME] gls() funcion after R upgrade
>
> 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,wei
> ghts=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,we
>> i
>> ghts=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>
>>
>>
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>>
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