[R-sig-ME] R: R: gls() funcion after R upgrade
Phillip Alday
ph||||p@@|d@y @end|ng |rom mp|@n|
Mon Mar 4 18:41:29 CET 2019
I also found that page confusing! It seems that you should submit your
bug report to the mailing list r-devel using r-rpoject.org :
> If your bug is in the language, though, or the Core-supported packages, you should submit your report to R’s Bugzilla.
> NOTE: due to abuse by spammers, since 2016-07-09 only “members” (including all who have previously submitted bugs) can submit new bugs on R’s Bugzilla. For now, either post (e-mail) your bug report to R-devel or ask an R Core member to add you manually to R’s Bugzilla members.
(from: https://www.r-project.org/bugs.html ; nlme is maintained by R-Core).
Thanks for your patience and contribution!
Phillip
On 26/2/19 9:12 am, Fabio Fanoni wrote:
> 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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