Bug in getVarCov.gls method (PR#9752)

Two attachments:

1. getVarCovBugReport.R  - Rcode with an example illustrating the problem and 
how to fix it
2. getVarCovBugReportSession.txt contains code and R session results.

Thank you

Andrzej Galecki



Prof Brian Ripley wrote:

On Mon, 25 Jun 2007, agalecki at umich.edu wrote:

I am using R2.5 under Windows.

I presume you mean 2.5.0 (there is no R2.5: see the posting guide).  But 
which version of nlme, which is the relevant fact here?  The R posting 
guide suggests showing the output of sessionInfo() to establish the 
environment used.

Looks like the following statement

vars  <-  (obj$sigma^2)*vw

in getVarCov.gls method (nlme package) needs to  be replaced with:

vars <- (obj$sigma*vw)^2

We need some evidence!  Please supply a reproducible example and give your 
reasoning.  For example, the FAQ says

  The most important principle in reporting a bug is to report _facts_,
  not hypotheses or categorizations.  It is always easier to report the
  facts, but people seem to prefer to strain to posit explanations and
  report them instead.  If the explanations are based on guesses about how
  R is implemented, they will be useless; others will have to try to figure
  out what the facts must have been to lead to such speculations.
  Sometimes this is impossible.  But in any case, it is unnecessary work
  for the ones trying to fix the problem.

  It is very useful to try and find simple examples that produce
  apparently the same bug, and somewhat useful to find simple examples
  that might be expected to produce the bug but actually do not.  If you
  want to debug the problem and find exactly what caused it, that is
  wonderful.  You should still report the facts as well as any
  explanations or solutions. Please include an example that reproduces the
  problem, preferably the simplest one you have found.

It should be easily possible to cross-check an example with one of the many 
other ways available to do GLS fits in R.

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